-88.6%
QS vs TYL
-21.3%
-67.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +5.5% |
| 7D | +5.4% | +6.7% | -1.2% | +1.2% |
| 30D | -5.3% | +26.5% | -31.9% | -18.8% |
| 3M | -22.6% | +37.3% | -59.9% | -38.0% |
| 6M | -46.2% | +31.2% | -77.3% | -57.8% |
| YTD | -58.9% | -7.4% | -51.6% | -58.3% |
| 1Y | -73.1% | -9.6% | -63.5% | -72.2% |
| 3Y | -27.2% | +1.9% | -29.1% | -42.0% |
| All | -88.6% | -21.3% | -67.3% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling