+178.4%
QSR vs TRU
+225.6%
-47.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -4.7% | -9.4% | +4.7% | -1.7% |
| 30D | +4.3% | -4.1% | +8.4% | +5.6% |
| 3M | +5.4% | +13.6% | -8.1% | +0.6% |
| 6M | +8.2% | +3.6% | +4.6% | +5.6% |
| YTD | +14.1% | -9.8% | +23.9% | +15.7% |
| 1Y | +28.1% | -13.6% | +41.8% | +30.8% |
| 3Y | +25.3% | -2.0% | +27.2% | +14.1% |
| 5Y | +40.4% | -35.8% | +76.2% | +52.1% |
| 10Y | +132.4% | +142.9% | -10.5% | +39.4% |
| All | +178.4% | +225.6% | -47.2% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling