-46.7%
QS vs TRU
-9.0%
-37.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.3% |
| 7D | -3.6% | -2.7% | -0.9% | -2.1% |
| 30D | -17.2% | -2.0% | -15.2% | -16.7% |
| 3M | -27.0% | +18.4% | -45.4% | -36.1% |
| 6M | -24.6% | +8.9% | -33.4% | -31.2% |
| YTD | -49.3% | -8.9% | -40.4% | -49.1% |
| 1Y | -40.3% | -15.9% | -24.5% | -37.3% |
| 3Y | -23.8% | -1.1% | -22.7% | -34.0% |
| 5Y | -75.0% | -35.2% | -39.8% | -74.1% |
| All | -46.7% | -9.0% | -37.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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