-53.1%
TE vs QSR
+53.6%
-106.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +0.2% | -4.0% | +4.2% | +1.4% |
| 30D | -5.9% | +2.8% | -8.7% | -6.8% |
| 3M | -45.6% | +5.1% | -50.7% | -47.0% |
| 6M | -43.4% | +8.8% | -52.2% | -45.5% |
| YTD | -31.0% | +14.8% | -45.8% | -35.3% |
| 1Y | +145.2% | +25.7% | +119.5% | +123.3% |
| 3Y | -24.1% | +27.5% | -51.6% | -30.5% |
| 5Y | -48.1% | +41.3% | -89.4% | -54.6% |
| All | -53.1% | +53.6% | -106.6% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling