+46.6%
TEM vs QS
+1.1%
+45.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | -0.2% |
| 7D | -8.7% | -3.6% | -5.0% | -7.6% |
| 30D | +8.1% | -17.2% | +25.3% | +15.2% |
| 3M | +19.0% | -27.0% | +46.0% | +31.3% |
| 6M | +12.0% | -24.6% | +36.6% | +21.9% |
| YTD | -0.1% | -49.3% | +49.3% | +20.8% |
| 1Y | -33.5% | -40.3% | +6.8% | -25.8% |
| All | +46.6% | +1.1% | +45.5% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling