+19.6%
TE vs Q
+75.4%
-55.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -5.2% |
| 7D | +0.9% | +4.1% | -3.2% | -2.4% |
| 30D | -16.3% | -10.7% | -5.5% | -8.3% |
| 3M | -40.8% | -11.7% | -29.1% | -32.5% |
| 6M | -42.6% | +8.3% | -50.9% | -42.6% |
| YTD | -31.4% | +51.3% | -82.7% | -53.2% |
| All | +19.6% | +75.4% | -55.8% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling