-60.8%
QS vs TYL
+25.6%
-86.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.4% | -7.6% |
| 7D | -5.6% | -1.6% | -4.0% | -4.8% |
| 30D | -5.8% | +22.1% | -27.9% | -17.6% |
| 3M | -39.2% | +33.4% | -72.5% | -50.6% |
| 6M | -53.9% | +36.8% | -90.7% | -65.0% |
| YTD | -62.8% | -6.7% | -56.1% | -62.9% |
| 1Y | -73.5% | -9.2% | -64.3% | -73.1% |
| 3Y | -29.1% | +1.2% | -30.2% | -41.7% |
| 5Y | -90.0% | -23.0% | -67.0% | -89.5% |
| All | -60.8% | +25.6% | -86.4% | -47.5% |
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