-8.7%
TEAM vs QS
-62.6%
+53.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.6% | -0.9% |
| 7D | -2.4% | -14.0% | +11.6% | -0.7% |
| 30D | -26.7% | -6.4% | -20.4% | -26.3% |
| 3M | -9.6% | -40.3% | +30.6% | -4.4% |
| 6M | +86.0% | -57.5% | +143.6% | +103.2% |
| YTD | -7.5% | -64.7% | +57.2% | +2.2% |
| 1Y | -1.4% | -72.9% | +71.5% | +12.3% |
| 3Y | -14.3% | -33.5% | +19.1% | -22.6% |
| 5Y | -66.3% | -90.5% | +24.2% | -66.2% |
| All | -8.7% | -62.6% | +53.9% | +1.6% |
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