+27.6%
QSR vs TAP
-33.0%
+60.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.4% | -5.1% | +2.7% | -1.3% |
| 30D | +5.7% | -8.4% | +14.1% | +7.6% |
| 3M | +6.9% | -3.9% | +10.9% | +7.7% |
| 6M | +6.9% | -14.4% | +21.2% | +9.8% |
| YTD | +14.9% | -14.7% | +29.6% | +17.7% |
| 1Y | +29.1% | -18.7% | +47.8% | +33.5% |
| All | +27.6% | -33.0% | +60.6% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling