-14.3%
TEAM vs QS
-32.2%
+17.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.6% | -1.1% |
| 7D | -2.4% | -14.0% | +11.6% | -1.3% |
| 30D | -26.7% | -6.4% | -20.4% | -26.5% |
| 3M | -9.6% | -40.3% | +30.6% | -6.4% |
| 6M | +86.0% | -57.5% | +143.6% | +95.7% |
| YTD | -7.5% | -64.7% | +57.2% | -2.0% |
| 1Y | -1.4% | -72.9% | +71.5% | +6.4% |
| 3Y | -14.3% | -33.5% | +19.1% | -25.8% |
| All | -14.3% | -32.2% | +17.9% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling