-75.5%
QS vs TRI
-11.5%
-64.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -5.0% | -14.4% | +9.4% | +0.1% |
| 30D | -18.3% | -8.1% | -10.2% | -16.4% |
| 3M | -26.0% | +17.5% | -43.5% | -32.8% |
| 6M | -24.0% | -5.0% | -19.1% | -24.6% |
| YTD | -50.3% | -24.7% | -25.6% | -42.6% |
| 1Y | -38.0% | -41.5% | +3.5% | -12.6% |
| 3Y | -24.6% | -20.3% | -4.3% | -36.0% |
| All | -75.5% | -11.5% | -64.0% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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