-43.5%
QS vs TRU
-9.1%
-34.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.7% |
| 7D | +2.2% | -7.2% | +9.4% | +6.6% |
| 30D | -8.1% | -2.8% | -5.2% | -7.1% |
| 3M | -27.0% | +13.0% | -40.0% | -34.3% |
| 6M | -16.4% | +0.7% | -17.1% | -19.9% |
| YTD | -46.4% | -9.0% | -37.4% | -46.2% |
| 1Y | -41.1% | -16.3% | -24.8% | -37.9% |
| 3Y | -18.6% | -1.1% | -17.6% | -29.5% |
| 5Y | -73.0% | -36.0% | -37.0% | -72.1% |
| All | -43.5% | -9.1% | -34.5% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling