-24.7%
QS vs TRMB
+11.9%
-36.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -5.0% |
| 7D | -4.2% | -2.9% | -1.3% | -2.3% |
| 30D | -15.7% | -1.8% | -13.9% | -14.9% |
| 3M | -28.7% | +8.4% | -37.1% | -33.5% |
| 6M | -23.2% | -18.5% | -4.7% | -12.5% |
| YTD | -49.9% | -26.7% | -23.2% | -38.4% |
| 1Y | -38.8% | -28.3% | -10.5% | -23.1% |
| All | -24.7% | +11.9% | -36.6% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling