+180.0%
TDG vs QS
-46.4%
+226.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -1.9% | -3.6% | +1.8% | -1.7% |
| 30D | -7.7% | -17.2% | +9.5% | -7.0% |
| 3M | -9.3% | -27.0% | +17.6% | -8.4% |
| 6M | -9.4% | -24.6% | +15.2% | -8.7% |
| YTD | -14.3% | -49.3% | +35.1% | -12.4% |
| 1Y | -11.8% | -40.3% | +28.5% | -11.2% |
| 3Y | +52.0% | -23.8% | +75.8% | +46.7% |
| 5Y | +128.8% | -75.0% | +203.8% | +123.9% |
| All | +180.0% | -46.4% | +226.4% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling