+29.3%
TECH vs QSR
+21.7%
+7.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -2.9% | +3.0% | +1.3% |
| 30D | +0.4% | +4.1% | -3.7% | -1.5% |
| 3M | +1.0% | -0.7% | +1.6% | +0.8% |
| 6M | +62.7% | +0.4% | +62.2% | +61.1% |
| YTD | +24.3% | +13.5% | +10.8% | +17.6% |
| 1Y | +20.5% | +11.0% | +9.5% | +15.0% |
| 3Y | +29.3% | +22.0% | +7.3% | +16.8% |
| All | +29.3% | +21.7% | +7.6% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling