+65.5%
T vs QS
-28.5%
+94.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.5% | -0.5% |
| 7D | +1.6% | -5.6% | +7.2% | +1.5% |
| 30D | -2.9% | -5.8% | +2.9% | -3.0% |
| 3M | -7.5% | -39.2% | +31.7% | -8.6% |
| 6M | -9.9% | -53.9% | +44.0% | -11.3% |
| YTD | -6.4% | -62.8% | +56.3% | -8.2% |
| 1Y | -9.4% | -73.5% | +64.1% | -11.6% |
| All | +65.5% | -28.5% | +94.0% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling