-25.3%
QS vs TRU
-2.2%
-23.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -5.0% | -9.4% | +4.4% | -1.0% |
| 30D | -18.3% | -4.1% | -14.2% | -17.2% |
| 3M | -26.0% | +13.6% | -39.6% | -31.6% |
| 6M | -24.0% | +3.6% | -27.6% | -27.2% |
| YTD | -50.3% | -9.8% | -40.5% | -49.6% |
| 1Y | -38.0% | -13.6% | -24.3% | -36.0% |
| All | -25.3% | -2.2% | -23.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling