+148.6%
TE vs QSR
+33.2%
+115.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.0% | +2.4% | -6.4% | -3.6% |
| 30D | -15.9% | +7.6% | -23.5% | -14.6% |
| 3M | -60.5% | +12.6% | -73.2% | -60.3% |
| 6M | -35.2% | +14.4% | -49.6% | -34.8% |
| YTD | -31.1% | +19.6% | -50.8% | -32.0% |
| 1Y | +148.6% | +33.9% | +114.8% | +106.9% |
| All | +148.6% | +33.2% | +115.4% | +106.9% |
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