-44.6%
QS vs TYL
+8.0%
-52.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +3.2% |
| 7D | -2.3% | -3.7% | +1.4% | 0.0% |
| 30D | -0.7% | +18.7% | -19.5% | -12.1% |
| 3M | -39.6% | +18.1% | -57.8% | -48.1% |
| 6M | -21.7% | -1.1% | -20.6% | -25.4% |
| YTD | -47.4% | -19.8% | -27.6% | -41.5% |
| 1Y | -28.4% | -34.3% | +6.0% | -6.2% |
| 3Y | -22.6% | -8.2% | -14.4% | -32.9% |
| 5Y | -75.6% | -25.4% | -50.2% | -73.4% |
| All | -44.6% | +8.0% | -52.6% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling