+27.5%
QSR vs TW
+19.1%
+8.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -4.0% | -4.5% | +0.5% | -3.4% |
| 30D | +2.8% | -2.3% | +5.0% | +3.1% |
| 3M | +5.1% | +2.6% | +2.5% | +4.7% |
| 6M | +8.8% | -17.5% | +26.3% | +11.4% |
| YTD | +14.8% | -5.3% | +20.1% | +15.3% |
| 1Y | +25.7% | -14.8% | +40.5% | +28.1% |
| 3Y | +27.5% | +18.8% | +8.7% | +25.7% |
| All | +27.5% | +19.1% | +8.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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