+138.2%
TEL vs QS
-47.0%
+185.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.5% | +0.3% |
| 7D | +1.2% | -4.2% | +5.4% | +1.5% |
| 30D | -4.1% | -15.7% | +11.6% | -3.0% |
| 3M | -2.6% | -28.7% | +26.1% | -0.5% |
| 6M | 0.0% | -23.2% | +23.3% | +1.3% |
| YTD | -9.1% | -49.9% | +40.8% | -5.5% |
| 1Y | -0.8% | -38.8% | +38.0% | +1.1% |
| 3Y | +67.4% | -24.0% | +91.4% | +61.0% |
| 5Y | +51.8% | -75.6% | +127.3% | +48.4% |
| All | +138.2% | -47.0% | +185.2% | +139.7% |
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