-47.7%
QS vs TRMB
+12.3%
-60.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | 0.0% |
| 7D | -5.0% | -5.4% | +0.5% | -0.7% |
| 30D | -18.3% | -2.0% | -16.3% | -17.4% |
| 3M | -26.0% | +12.3% | -38.3% | -33.8% |
| 6M | -24.0% | -17.6% | -6.4% | -13.6% |
| YTD | -50.3% | -27.5% | -22.8% | -37.7% |
| 1Y | -38.0% | -29.1% | -8.9% | -20.4% |
| 3Y | -24.6% | +11.5% | -36.1% | -36.3% |
| 5Y | -75.4% | -39.5% | -36.0% | -70.6% |
| All | -47.7% | +12.3% | -60.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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