-47.3%
QS vs TRI
+45.2%
-92.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.8% | -6.2% |
| 7D | -4.2% | -8.4% | +4.2% | -2.3% |
| 30D | -15.7% | -6.5% | -9.2% | -14.7% |
| 3M | -28.7% | +18.6% | -47.3% | -33.4% |
| 6M | -23.2% | -10.4% | -12.8% | -21.2% |
| YTD | -49.9% | -23.7% | -26.2% | -44.9% |
| 1Y | -38.8% | -42.5% | +3.7% | -21.7% |
| 3Y | -24.0% | -19.3% | -4.7% | -26.2% |
| 5Y | -75.6% | -9.7% | -65.9% | -80.7% |
| All | -47.3% | +45.2% | -92.5% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling