+66.6%
TEL vs QS
-26.0%
+92.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -2.3% | -5.0% | +2.7% | -1.8% |
| 30D | -6.1% | -18.3% | +12.2% | -4.3% |
| 3M | +1.7% | -26.0% | +27.7% | +4.1% |
| 6M | +1.6% | -24.0% | +25.7% | +3.5% |
| YTD | -9.1% | -50.3% | +41.2% | -4.6% |
| 1Y | -1.7% | -38.0% | +36.3% | +1.1% |
| All | +66.6% | -26.0% | +92.6% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling