-28.4%
QS vs TW
-15.9%
-12.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.9% |
| 7D | -2.3% | -2.3% | 0.0% | -3.3% |
| 30D | -0.7% | +3.9% | -4.7% | +1.1% |
| 3M | -39.6% | +5.7% | -45.4% | -37.7% |
| 6M | -21.7% | -14.5% | -7.2% | -22.5% |
| YTD | -47.4% | -0.9% | -46.5% | -45.3% |
| 1Y | -28.4% | -13.5% | -14.9% | -47.2% |
| All | -28.4% | -15.9% | -12.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling