+1.7%
TEAM vs QS
-36.7%
+38.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | 0.0% |
| 7D | -5.2% | -3.6% | -1.6% | -5.1% |
| 30D | +15.8% | -17.2% | +33.0% | +16.6% |
| 3M | +101.5% | -27.0% | +128.4% | +101.0% |
| 6M | +138.2% | -24.6% | +162.7% | +137.2% |
| YTD | +10.8% | -49.3% | +60.2% | +10.1% |
| 1Y | +1.7% | -40.3% | +42.0% | +6.8% |
| All | +1.7% | -36.7% | +38.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling