+176.7%
TDG vs QS
-47.4%
+224.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -2.7% | -5.0% | +2.3% | -2.5% |
| 30D | -9.3% | -18.3% | +9.0% | -8.5% |
| 3M | -7.1% | -26.0% | +18.9% | -6.1% |
| 6M | -11.2% | -24.0% | +12.9% | -10.5% |
| YTD | -15.3% | -50.3% | +35.0% | -13.3% |
| 1Y | -12.5% | -38.0% | +25.5% | -12.0% |
| 3Y | +51.2% | -24.6% | +75.8% | +46.0% |
| 5Y | +126.1% | -75.4% | +201.6% | +121.4% |
| All | +176.7% | -47.4% | +224.1% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling