+148.6%
TE vs QS
-28.5%
+177.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.0% |
| 7D | -4.0% | -2.3% | -1.6% | -2.8% |
| 30D | -15.9% | -0.7% | -15.2% | -15.6% |
| 3M | -60.5% | -39.6% | -20.9% | -49.4% |
| 6M | -35.2% | -21.7% | -13.5% | -25.6% |
| YTD | -31.1% | -47.4% | +16.3% | -8.8% |
| 1Y | +148.6% | -28.4% | +177.0% | +261.3% |
| All | +148.6% | -28.5% | +177.1% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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