+59.7%
TEM vs QSR
+23.2%
+36.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.0% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | +23.5% | +5.9% | +17.6% | +19.1% |
| 3M | +32.3% | +10.5% | +21.8% | +23.3% |
| 6M | +23.0% | +7.7% | +15.3% | +15.7% |
| YTD | +8.9% | +16.8% | -7.9% | -3.9% |
| 1Y | -19.9% | +30.9% | -50.7% | -36.6% |
| All | +59.7% | +23.2% | +36.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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