-24.1%
TE vs QS
-24.6%
+0.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | -0.2% |
| 7D | +0.2% | -3.6% | +3.9% | +1.9% |
| 30D | -5.9% | -17.2% | +11.3% | +2.3% |
| 3M | -45.6% | -27.0% | -18.6% | -37.5% |
| 6M | -43.4% | -24.6% | -18.8% | -35.7% |
| YTD | -31.0% | -49.3% | +18.3% | -8.5% |
| 1Y | +145.2% | -40.3% | +185.6% | +195.8% |
| 3Y | -24.1% | -23.8% | -0.2% | -30.3% |
| All | -24.1% | -24.6% | +0.5% | -30.3% |
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 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