-25.8%
TE vs QSR
+23.8%
-49.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -0.5% |
| 7D | +3.8% | +5.2% | -1.4% | +7.2% |
| 30D | -26.2% | +12.2% | -38.4% | -21.1% |
| 3M | -49.7% | +7.0% | -56.8% | -47.2% |
| 6M | -46.5% | -0.3% | -46.2% | -42.4% |
| YTD | -59.1% | +18.0% | -77.1% | -53.2% |
| 1Y | -25.8% | +22.6% | -48.5% | -15.0% |
| All | -25.8% | +23.8% | -49.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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