+133.1%
QSR vs TAP
-49.9%
+183.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -4.0% | -3.9% | -0.1% | -2.9% |
| 30D | +2.8% | -5.3% | +8.0% | +4.3% |
| 3M | +5.1% | -3.8% | +8.9% | +6.1% |
| 6M | +8.8% | -11.4% | +20.2% | +12.0% |
| YTD | +14.8% | -13.7% | +28.6% | +18.8% |
| 1Y | +25.7% | -17.2% | +42.9% | +31.2% |
| 3Y | +27.5% | -33.1% | +60.6% | +39.8% |
| 5Y | +41.3% | +0.8% | +40.5% | +34.2% |
| All | +133.1% | -49.9% | +183.0% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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