-53.1%
TEAM vs QS
-74.8%
+21.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.4% | +2.1% |
| 7D | -4.7% | -4.2% | -0.4% | -3.9% |
| 30D | +17.0% | -15.7% | +32.7% | +20.8% |
| 3M | +85.9% | -28.7% | +114.6% | +97.0% |
| 6M | +116.7% | -23.2% | +139.9% | +122.0% |
| YTD | +9.6% | -49.9% | +59.5% | +21.6% |
| 1Y | -2.5% | -38.8% | +36.3% | -2.0% |
| 3Y | -14.0% | -24.0% | +10.0% | -34.9% |
| 5Y | -53.1% | -75.6% | +22.5% | -54.8% |
| All | -53.1% | -74.8% | +21.7% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling