+27.5%
QSR vs TRU
-1.3%
+28.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -4.0% | -2.7% | -1.3% | -3.7% |
| 30D | +2.8% | -2.0% | +4.8% | +3.0% |
| 3M | +5.1% | +18.4% | -13.4% | +2.8% |
| 6M | +8.8% | +8.9% | -0.1% | +7.2% |
| YTD | +14.8% | -8.9% | +23.8% | +15.2% |
| 1Y | +25.7% | -15.9% | +41.6% | +27.1% |
| 3Y | +27.5% | -1.1% | +28.6% | +35.3% |
| All | +27.5% | -1.3% | +28.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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