+32.1%
TE vs Q
+75.3%
-43.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.3% | +7.7% | +8.0% |
| 7D | +18.2% | +6.7% | +11.5% | +11.9% |
| 30D | -13.5% | -10.6% | -2.9% | -5.3% |
| 3M | -44.6% | -14.6% | -30.0% | -35.2% |
| 6M | -24.7% | +12.1% | -36.8% | -26.7% |
| YTD | -24.3% | +51.3% | -75.5% | -48.3% |
| All | +32.1% | +75.3% | -43.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling