-21.3%
QS vs TMF
-41.6%
+20.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -0.7% | -2.8% | +2.1% | -0.1% |
| 3M | -39.6% | -10.9% | -28.7% | -38.0% |
| 6M | -21.7% | -21.3% | -0.4% | -17.7% |
| YTD | -47.4% | -15.9% | -31.5% | -45.5% |
| 1Y | -28.4% | -15.7% | -12.6% | -26.4% |
| All | -21.3% | -41.6% | +20.4% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling