-49.1%
TE vs QS
-43.2%
-5.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.0% | +8.0% | +9.5% |
| 7D | +18.2% | +2.2% | +16.0% | +17.7% |
| 30D | -13.5% | -8.1% | -5.4% | -11.7% |
| 3M | -44.6% | -27.0% | -17.6% | -39.9% |
| 6M | -24.7% | -16.4% | -8.3% | -20.7% |
| YTD | -24.3% | -46.4% | +22.1% | -11.9% |
| 1Y | +155.6% | -41.1% | +196.7% | +188.0% |
| 3Y | -18.3% | -18.6% | +0.4% | -19.1% |
| 5Y | -41.3% | -73.0% | +31.7% | -37.6% |
| All | -49.1% | -43.2% | -5.8% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling