-25.8%
TE vs Q
+19.7%
-45.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +3.8% | -3.3% | +7.1% | +7.1% |
| 30D | -26.2% | -9.7% | -16.5% | -19.2% |
| 3M | -49.7% | -16.1% | -33.6% | -41.9% |
| 6M | -46.5% | -15.7% | -30.8% | -36.1% |
| YTD | -59.1% | +45.7% | -104.9% | -71.4% |
| 1Y | -25.8% | +18.0% | -43.8% | -30.2% |
| All | -25.8% | +19.7% | -45.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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