-5.8%
TDG vs QS
-71.4%
+65.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.3% |
| 7D | +7.1% | +4.5% | +2.6% | +6.8% |
| 30D | +11.4% | -4.1% | +15.5% | +11.5% |
| 3M | -4.6% | -22.1% | +17.6% | -3.4% |
| 6M | +5.8% | -38.4% | +44.2% | +7.7% |
| YTD | -8.5% | -57.5% | +49.0% | -6.3% |
| 1Y | -5.8% | -71.3% | +65.5% | -5.2% |
| All | -5.8% | -71.4% | +65.6% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling