+27.5%
QSR vs TDY
+46.9%
-19.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -4.0% | -1.1% | -2.9% | -3.8% |
| 30D | +2.8% | -12.0% | +14.8% | +5.1% |
| 3M | +5.1% | -3.2% | +8.3% | +5.4% |
| 6M | +8.8% | -7.9% | +16.7% | +10.1% |
| YTD | +14.8% | +18.2% | -3.4% | +8.3% |
| 1Y | +25.7% | +6.7% | +19.1% | +21.8% |
| 3Y | +27.5% | +47.5% | -20.0% | +11.7% |
| All | +27.5% | +46.9% | -19.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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