+192.1%
QSR vs TCOM
+82.4%
+109.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | -2.4% | -10.2% | +7.8% | -0.7% |
| 30D | +5.7% | -16.8% | +22.5% | +8.7% |
| 3M | +6.9% | -16.7% | +23.6% | +9.6% |
| 6M | +6.9% | -27.1% | +33.9% | +11.8% |
| YTD | +14.9% | -45.5% | +60.4% | +25.3% |
| 1Y | +29.1% | -45.9% | +75.0% | +40.7% |
| 3Y | +26.1% | +9.8% | +16.4% | +18.9% |
| 5Y | +42.3% | +23.8% | +18.5% | +24.9% |
| 10Y | +134.0% | -10.8% | +144.7% | +100.9% |
| All | +192.1% | +82.4% | +109.7% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling