-46.7%
QS vs TRGP
+1,539.0%
-1,585.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -17.2% | +8.0% | -25.3% | -19.9% |
| 3M | -27.0% | +8.3% | -35.2% | -30.1% |
| 6M | -24.6% | +23.9% | -48.5% | -32.3% |
| YTD | -49.3% | +59.6% | -109.0% | -59.2% |
| 1Y | -40.3% | +79.4% | -119.8% | -54.4% |
| 3Y | -23.8% | +269.4% | -293.2% | -57.4% |
| 5Y | -75.0% | +641.6% | -716.6% | -87.8% |
| All | -46.7% | +1,539.0% | -1,585.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling