+33.9%
QSR vs TCOM
-42.5%
+76.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +2.4% | -9.5% | +12.0% | +2.9% |
| 30D | +7.6% | -10.7% | +18.4% | +8.2% |
| 3M | +12.6% | -14.6% | +27.3% | +13.4% |
| 6M | +14.4% | -19.3% | +33.7% | +15.4% |
| YTD | +19.6% | -42.9% | +62.6% | +21.5% |
| 1Y | +33.9% | -43.8% | +77.7% | +36.3% |
| All | +33.9% | -42.5% | +76.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling