-49.3%
TE vs QSR
+40.5%
-89.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.3% |
| 7D | +0.2% | -4.0% | +4.2% | +2.7% |
| 30D | -5.9% | +2.8% | -8.7% | -7.8% |
| 3M | -45.6% | +5.1% | -50.7% | -48.7% |
| 6M | -43.4% | +8.8% | -52.2% | -48.4% |
| YTD | -31.0% | +14.8% | -45.8% | -40.9% |
| 1Y | +145.2% | +25.7% | +119.5% | +94.6% |
| 3Y | -24.1% | +27.5% | -51.6% | -42.0% |
| All | -49.3% | +40.5% | -89.9% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling