+844.7%
TDG vs QSR
+205.8%
+639.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -1.9% | -4.0% | +2.1% | +0.2% |
| 30D | -7.7% | +2.8% | -10.5% | -9.2% |
| 3M | -9.3% | +5.1% | -14.4% | -12.1% |
| 6M | -9.4% | +8.8% | -18.2% | -14.1% |
| YTD | -14.3% | +14.8% | -29.1% | -21.4% |
| 1Y | -11.8% | +25.7% | -37.6% | -23.5% |
| 3Y | +52.0% | +27.5% | +24.4% | +26.7% |
| 5Y | +128.8% | +41.3% | +87.6% | +77.9% |
| 10Y | +543.8% | +133.8% | +410.0% | +282.1% |
| All | +844.7% | +205.8% | +639.0% | +423.6% |
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