-53.8%
QS vs TYL
+24.0%
-77.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.3% | +7.1% |
| 7D | +13.7% | +3.5% | +10.2% | +11.1% |
| 30D | -0.2% | +26.9% | -27.1% | -15.0% |
| 3M | -24.8% | +33.8% | -58.7% | -39.2% |
| 6M | -39.4% | +28.8% | -68.2% | -51.9% |
| YTD | -56.1% | -7.9% | -48.3% | -55.9% |
| 1Y | -72.5% | -9.8% | -62.7% | -72.0% |
| 3Y | -16.3% | +1.2% | -17.5% | -31.7% |
| 5Y | -87.6% | -22.8% | -64.7% | -86.9% |
| All | -53.8% | +24.0% | -77.9% | -37.7% |
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