-6.4%
T vs QS
-71.4%
+65.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.5% | +2.4% |
| 7D | +5.5% | +4.5% | +1.0% | +5.7% |
| 30D | -8.9% | -4.1% | -4.8% | -9.3% |
| 3M | -5.6% | -22.1% | +16.6% | -7.2% |
| 6M | -14.3% | -38.4% | +24.1% | -16.3% |
| YTD | -7.9% | -57.5% | +49.6% | -12.3% |
| 1Y | -6.4% | -71.3% | +64.9% | -12.6% |
| All | -6.4% | -71.4% | +65.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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