+13.1%
QSR vs TMF
-29.9%
+43.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.0% |
| 7D | -3.9% | -8.2% | +4.3% | -2.9% |
| 30D | +5.9% | +5.3% | +0.6% | +5.5% |
| 3M | +1.7% | -8.5% | +10.2% | +2.2% |
| 6M | -1.9% | -17.2% | +15.3% | -0.6% |
| YTD | +13.6% | -23.4% | +37.0% | +15.2% |
| 1Y | +13.1% | -30.2% | +43.4% | +16.3% |
| All | +13.1% | -29.9% | +43.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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