-75.4%
QS vs TRGP
+627.0%
-702.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | -5.0% | -0.6% | -4.4% | -4.7% |
| 30D | -18.3% | +10.0% | -28.3% | -22.6% |
| 3M | -26.0% | +7.6% | -33.6% | -30.2% |
| 6M | -24.0% | +26.8% | -50.8% | -35.7% |
| YTD | -50.3% | +60.6% | -110.8% | -63.6% |
| 1Y | -38.0% | +82.5% | -120.4% | -58.3% |
| 3Y | -24.6% | +265.0% | -289.6% | -70.2% |
| 5Y | -75.4% | +645.9% | -721.3% | -94.0% |
| All | -75.4% | +627.0% | -702.4% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling