+15.4%
TEAM vs QS
-44.4%
+59.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -0.4% | -2.3% | +1.9% | -0.2% |
| 30D | +67.3% | -0.7% | +68.0% | +67.6% |
| 3M | +86.8% | -39.6% | +126.4% | +96.9% |
| 6M | +146.8% | -21.7% | +168.5% | +150.3% |
| YTD | +16.9% | -47.4% | +64.3% | +23.7% |
| 1Y | +12.8% | -28.4% | +41.2% | +11.5% |
| 3Y | -7.3% | -22.6% | +15.3% | -17.1% |
| 5Y | -50.7% | -75.6% | +24.9% | -53.2% |
| All | +15.4% | -44.4% | +59.7% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling