-44.6%
QS vs TSN
-2.5%
-42.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -2.3% | -6.3% | +4.0% | -0.7% |
| 30D | -0.7% | -10.8% | +10.1% | +2.2% |
| 3M | -39.6% | -8.8% | -30.9% | -38.6% |
| 6M | -21.7% | -16.8% | -4.9% | -18.4% |
| YTD | -47.4% | -10.0% | -37.4% | -46.6% |
| 1Y | -28.4% | -5.3% | -23.1% | -28.8% |
| 3Y | -22.6% | +8.5% | -31.1% | -29.3% |
| 5Y | -75.6% | -22.9% | -52.7% | -73.6% |
| All | -44.6% | -2.5% | -42.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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