+135.6%
T vs QSR
+211.0%
-75.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +7.6% | +5.9% | +1.7% | +6.2% |
| 3M | +15.3% | +10.5% | +4.8% | +12.6% |
| 6M | -8.5% | +7.7% | -16.2% | -10.2% |
| YTD | +6.8% | +16.8% | -10.0% | +2.6% |
| 1Y | -7.2% | +30.9% | -38.1% | -13.4% |
| 3Y | +108.2% | +28.2% | +80.1% | +93.3% |
| 5Y | +66.1% | +45.0% | +21.1% | +48.0% |
| 10Y | +65.3% | +127.3% | -62.0% | +29.7% |
| All | +135.6% | +211.0% | -75.4% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling