-43.5%
QS vs TYL
+3.1%
-46.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +4.9% |
| 7D | +2.2% | -7.6% | +9.8% | +7.3% |
| 30D | -8.1% | +11.3% | -19.4% | -15.3% |
| 3M | -27.0% | +14.5% | -41.5% | -36.0% |
| 6M | -16.4% | -7.1% | -9.3% | -16.8% |
| YTD | -46.4% | -23.4% | -23.0% | -38.6% |
| 1Y | -41.1% | -38.6% | -2.5% | -19.2% |
| 3Y | -18.6% | -11.3% | -7.3% | -28.4% |
| 5Y | -73.0% | -28.0% | -45.1% | -69.9% |
| All | -43.5% | +3.1% | -46.7% | -13.2% |
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