+9.3%
TEAM vs QS
-47.4%
+56.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -7.8% | -5.0% | -2.8% | -7.3% |
| 30D | +16.5% | -18.3% | +34.8% | +19.2% |
| 3M | +96.2% | -26.0% | +122.2% | +102.2% |
| 6M | +130.2% | -24.0% | +154.2% | +134.2% |
| YTD | +10.7% | -50.3% | +61.0% | +17.9% |
| 1Y | +3.0% | -38.0% | +41.0% | +4.1% |
| 3Y | -13.1% | -24.6% | +11.5% | -22.1% |
| 5Y | -52.7% | -75.4% | +22.7% | -54.8% |
| All | +9.3% | -47.4% | +56.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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