+70.3%
T vs QSR
+135.2%
-64.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.5% | -4.0% | +5.5% | +2.5% |
| 30D | +7.5% | +2.8% | +4.7% | +6.7% |
| 3M | +14.8% | +5.1% | +9.7% | +13.4% |
| 6M | -1.7% | +8.8% | -10.5% | -4.0% |
| YTD | +8.7% | +14.8% | -6.1% | +4.6% |
| 1Y | -7.5% | +25.7% | -33.2% | -13.0% |
| 3Y | +110.2% | +27.5% | +82.7% | +94.5% |
| 5Y | +71.6% | +41.3% | +30.4% | +52.7% |
| All | +70.3% | +135.2% | -64.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling