+145.2%
TE vs QSR
+28.6%
+116.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.8% |
| 7D | +0.2% | -4.0% | +4.2% | -0.7% |
| 30D | -5.9% | +2.8% | -8.7% | -5.3% |
| 3M | -45.6% | +5.1% | -50.7% | -45.0% |
| 6M | -43.4% | +8.8% | -52.2% | -42.8% |
| YTD | -31.0% | +14.8% | -45.8% | -32.0% |
| 1Y | +145.2% | +25.7% | +119.5% | +127.9% |
| All | +145.2% | +28.6% | +116.6% | +127.9% |
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