+204.1%
QSR vs TAP
-25.6%
+229.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.4% | -2.3% | +4.8% | +3.1% |
| 30D | +7.6% | -2.1% | +9.8% | +8.2% |
| 3M | +12.6% | +6.6% | +6.0% | +10.4% |
| 6M | +14.4% | -11.5% | +25.9% | +17.9% |
| YTD | +19.6% | -10.3% | +29.9% | +22.4% |
| 1Y | +33.9% | -14.4% | +48.3% | +38.5% |
| 3Y | +27.1% | -28.3% | +55.4% | +36.6% |
| 5Y | +48.5% | +1.7% | +46.8% | +41.0% |
| 10Y | +126.2% | -49.2% | +175.4% | +140.5% |
| All | +204.1% | -25.6% | +229.7% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling