-53.8%
QS vs TMF
-91.1%
+37.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +13.7% | +0.6% | +13.1% | +13.6% |
| 30D | -0.2% | +16.3% | -16.5% | -2.2% |
| 3M | -24.8% | -2.7% | -22.1% | -24.6% |
| 6M | -39.4% | -13.2% | -26.2% | -38.3% |
| YTD | -56.1% | -16.7% | -39.5% | -55.2% |
| 1Y | -72.5% | -22.7% | -49.8% | -71.7% |
| 3Y | -16.3% | -26.1% | +9.8% | -14.3% |
| 5Y | -87.6% | -88.4% | +0.9% | -87.9% |
| All | -53.8% | -91.1% | +37.2% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling