-75.0%
QS vs TW
+19.5%
-94.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | -3.6% | -4.5% | +0.8% | -1.4% |
| 30D | -17.2% | -2.3% | -15.0% | -16.5% |
| 3M | -27.0% | +2.6% | -29.6% | -29.9% |
| 6M | -24.6% | -17.5% | -7.0% | -17.9% |
| YTD | -49.3% | -5.3% | -44.0% | -51.0% |
| 1Y | -40.3% | -14.8% | -25.6% | -37.9% |
| 3Y | -23.8% | +18.8% | -42.7% | -51.2% |
| All | -75.0% | +19.5% | -94.5% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling