-62.8%
QS vs TRMB
+9.9%
-72.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.8% | -4.9% |
| 7D | -14.0% | +2.8% | -16.8% | -15.8% |
| 30D | -6.4% | -5.9% | -0.5% | -5.2% |
| 3M | -40.3% | -3.3% | -37.0% | -41.1% |
| 6M | -57.5% | +1.3% | -58.9% | -60.1% |
| YTD | -64.7% | -29.0% | -35.7% | -56.7% |
| 1Y | -72.9% | -27.8% | -45.1% | -67.2% |
| 3Y | -33.5% | +36.3% | -69.8% | -54.0% |
| 5Y | -90.5% | -35.8% | -54.7% | -88.9% |
| All | -62.8% | +9.9% | -72.8% | -42.0% |
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