-75.5%
QS vs TRU
-36.2%
-39.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -5.0% | -9.4% | +4.4% | +1.2% |
| 30D | -18.3% | -4.1% | -14.2% | -16.6% |
| 3M | -26.0% | +13.6% | -39.6% | -34.3% |
| 6M | -24.0% | +3.6% | -27.6% | -29.1% |
| YTD | -50.3% | -9.8% | -40.5% | -49.9% |
| 1Y | -38.0% | -13.6% | -24.3% | -35.9% |
| 3Y | -24.6% | -2.0% | -22.6% | -36.1% |
| All | -75.5% | -36.2% | -39.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling