+9.1%
TE vs QS
-32.2%
+41.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.1% | -0.8% |
| 7D | -19.1% | -14.0% | -5.0% | -13.8% |
| 30D | -34.1% | -6.4% | -27.8% | -32.0% |
| 3M | -60.1% | -40.3% | -19.9% | -50.1% |
| 6M | -66.0% | -57.5% | -8.4% | -50.6% |
| YTD | -71.4% | -64.7% | -6.7% | -56.1% |
| 1Y | -45.3% | -72.9% | +27.6% | -7.4% |
| 3Y | +9.1% | -33.5% | +42.6% | +7.1% |
| All | +9.1% | -32.2% | +41.4% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling