+537.0%
TDG vs QSR
+135.2%
+401.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | -1.9% | -4.0% | +2.1% | +0.4% |
| 30D | -7.7% | +2.8% | -10.5% | -9.3% |
| 3M | -9.3% | +5.1% | -14.4% | -12.4% |
| 6M | -9.4% | +8.8% | -18.2% | -14.7% |
| YTD | -14.3% | +14.8% | -29.1% | -22.2% |
| 1Y | -11.8% | +25.7% | -37.6% | -24.8% |
| 3Y | +52.0% | +27.5% | +24.4% | +23.5% |
| 5Y | +128.8% | +41.3% | +87.6% | +71.2% |
| All | +537.0% | +135.2% | +401.8% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling