-52.7%
TEAM vs QSR
+40.6%
-93.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -7.8% | -4.7% | -3.1% | -5.0% |
| 30D | +16.5% | +4.3% | +12.2% | +13.4% |
| 3M | +96.2% | +5.4% | +90.7% | +90.0% |
| 6M | +130.2% | +8.2% | +122.0% | +118.0% |
| YTD | +10.7% | +14.1% | -3.4% | +1.1% |
| 1Y | +3.0% | +28.1% | -25.1% | -13.6% |
| 3Y | -13.1% | +25.3% | -38.4% | -30.4% |
| 5Y | -52.7% | +40.4% | -93.1% | -72.8% |
| All | -52.7% | +40.6% | -93.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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