-24.8%
TEM vs QS
-39.8%
+14.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.8% |
| 7D | -9.2% | -5.0% | -4.2% | -7.3% |
| 30D | +5.5% | -18.3% | +23.8% | +14.5% |
| 3M | +18.7% | -26.0% | +44.7% | +32.3% |
| 6M | +15.4% | -24.0% | +39.4% | +27.2% |
| YTD | -0.5% | -50.3% | +49.8% | +22.4% |
| 1Y | -24.8% | -38.0% | +13.1% | -11.6% |
| All | -24.8% | -39.8% | +14.9% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling