-44.6%
QS vs TW
+96.0%
-140.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.2% |
| 7D | -2.3% | -2.3% | 0.0% | -1.3% |
| 30D | -0.7% | +3.9% | -4.7% | -2.6% |
| 3M | -39.6% | +5.7% | -45.4% | -42.4% |
| 6M | -21.7% | -14.5% | -7.2% | -17.3% |
| YTD | -47.4% | -0.9% | -46.5% | -49.6% |
| 1Y | -28.4% | -13.5% | -14.9% | -25.9% |
| 3Y | -22.6% | +25.0% | -47.6% | -43.5% |
| 5Y | -75.6% | +22.7% | -98.3% | -83.6% |
| All | -44.6% | +96.0% | -140.6% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling