+746.4%
TEAM vs QSR
+201.3%
+545.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.5% |
| 7D | -4.7% | -2.4% | -2.3% | -3.6% |
| 30D | +17.0% | +5.7% | +11.3% | +14.2% |
| 3M | +85.9% | +6.9% | +79.0% | +80.8% |
| 6M | +116.7% | +6.9% | +109.8% | +110.1% |
| YTD | +9.6% | +14.9% | -5.3% | +2.8% |
| 1Y | -2.5% | +29.1% | -31.6% | -13.5% |
| 3Y | -14.0% | +26.1% | -40.1% | -24.1% |
| 5Y | -53.1% | +42.3% | -95.4% | -61.1% |
| 10Y | +502.9% | +134.0% | +369.0% | +259.5% |
| All | +746.4% | +201.3% | +545.1% | +298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling