-57.5%
QS vs TYL
+26.2%
-83.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -6.0% |
| 7D | -5.0% | +0.5% | -5.5% | -5.5% |
| 30D | -1.4% | +25.2% | -26.6% | -15.1% |
| 3M | -33.6% | +31.8% | -65.4% | -45.7% |
| 6M | -47.6% | +36.3% | -83.8% | -60.0% |
| YTD | -59.6% | -6.3% | -53.3% | -59.9% |
| 1Y | -73.5% | -9.5% | -64.1% | -73.0% |
| 3Y | -23.0% | +1.6% | -24.7% | -37.0% |
| 5Y | -89.4% | -21.8% | -67.6% | -89.0% |
| All | -57.5% | +26.2% | -83.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling