+5.4%
TEM vs QS
-74.4%
+79.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -2.8% |
| 7D | -5.9% | -14.0% | +8.2% | +2.3% |
| 30D | +4.8% | -6.4% | +11.2% | +8.6% |
| 3M | +31.9% | -40.3% | +72.1% | +72.9% |
| 6M | +56.0% | -57.5% | +113.5% | +136.6% |
| YTD | +21.3% | -64.7% | +85.9% | +92.0% |
| 1Y | +5.4% | -72.9% | +78.3% | +88.3% |
| All | +5.4% | -74.4% | +79.8% | +88.3% |
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 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