-44.6%
QS vs TRMB
+17.5%
-62.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.4% |
| 7D | -2.3% | -2.5% | +0.2% | -0.4% |
| 30D | -0.7% | +1.5% | -2.2% | -2.3% |
| 3M | -39.6% | +6.8% | -46.4% | -43.5% |
| 6M | -21.7% | -14.9% | -6.8% | -13.2% |
| YTD | -47.4% | -24.1% | -23.3% | -36.4% |
| 1Y | -28.4% | -25.4% | -3.0% | -11.5% |
| 3Y | -22.6% | +8.0% | -30.6% | -32.6% |
| 5Y | -75.6% | -37.3% | -38.3% | -71.9% |
| All | -44.6% | +17.5% | -62.2% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling