-53.9%
TE vs QS
-47.4%
-6.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -6.0% | -6.5% |
| 7D | +0.9% | -5.0% | +5.8% | +2.2% |
| 30D | -16.3% | -18.3% | +2.0% | -12.0% |
| 3M | -40.8% | -26.0% | -14.8% | -36.0% |
| 6M | -42.6% | -24.0% | -18.6% | -38.2% |
| YTD | -31.4% | -50.3% | +18.9% | -18.8% |
| 1Y | +144.9% | -38.0% | +182.9% | +174.0% |
| 3Y | -26.0% | -24.6% | -1.4% | -25.4% |
| 5Y | -48.5% | -75.4% | +26.9% | -44.2% |
| All | -53.9% | -47.4% | -6.5% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling