-71.9%
QS vs TMF
-22.6%
-49.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | +13.7% | +0.6% | +13.1% | +13.3% |
| 30D | -0.2% | +16.3% | -16.5% | -7.9% |
| 3M | -24.8% | -2.7% | -22.1% | -24.1% |
| 6M | -39.4% | -13.2% | -26.2% | -36.0% |
| YTD | -56.1% | -16.7% | -39.5% | -54.4% |
| All | -71.9% | -22.6% | -49.4% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling