+28.1%
QSR vs TMF
-25.6%
+53.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.4% |
| 7D | -4.7% | -4.8% | +0.1% | -4.3% |
| 30D | +4.3% | -4.9% | +9.2% | +4.7% |
| 3M | +5.4% | -13.4% | +18.9% | +6.7% |
| 6M | +8.2% | -23.0% | +31.2% | +9.4% |
| YTD | +14.1% | -20.2% | +34.3% | +15.6% |
| 1Y | +28.1% | -26.5% | +54.6% | +30.8% |
| All | +28.1% | -25.6% | +53.7% | +30.8% |
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