+108.2%
T vs QS
-19.7%
+127.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.3% |
| 7D | -1.5% | +2.2% | -3.7% | -1.5% |
| 30D | +7.6% | -8.1% | +15.7% | +7.4% |
| 3M | +15.3% | -27.0% | +42.3% | +14.7% |
| 6M | -8.5% | -16.4% | +8.0% | -8.6% |
| YTD | +6.8% | -46.4% | +53.1% | +5.9% |
| 1Y | -7.2% | -41.1% | +33.9% | -7.6% |
| 3Y | +108.2% | -18.6% | +126.9% | +108.4% |
| All | +108.2% | -19.7% | +127.9% | +108.4% |
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