Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • QS vs TRGP✓SelectedUSD · TRGPQS vs TRGP performance historyLatest closeAs of+1.93%09/11
Stock and ETF performance explorer

QS vs TRGP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-46.7%
TRGP return
+1,539.0%
Excess return
-1,585.7%
Maximum drawdown
-97.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTRGPExcessAlpha
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