+314.6%
TD vs QSR
+206.0%
+108.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -1.9% | -2.4% | +0.4% | -1.1% |
| 30D | -1.6% | +5.7% | -7.3% | -3.6% |
| 3M | +4.6% | +6.9% | -2.3% | +1.7% |
| 6M | +26.8% | +6.9% | +19.9% | +22.9% |
| YTD | +28.3% | +14.9% | +13.4% | +20.8% |
| 1Y | +60.4% | +29.1% | +31.3% | +44.2% |
| 3Y | +125.7% | +26.1% | +99.6% | +100.9% |
| 5Y | +122.4% | +42.3% | +80.0% | +87.0% |
| 10Y | +297.1% | +134.0% | +163.1% | +167.0% |
| All | +314.6% | +206.0% | +108.7% | +159.5% |
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