+199.8%
TER vs QSR
+33.2%
+166.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.4% |
| 7D | +0.6% | +2.4% | -1.9% | +1.3% |
| 30D | -8.3% | +7.6% | -15.9% | -6.4% |
| 3M | -12.2% | +12.6% | -24.9% | -9.1% |
| 6M | +17.0% | +14.4% | +2.7% | +21.9% |
| YTD | +84.6% | +19.6% | +65.0% | +94.7% |
| 1Y | +199.8% | +33.9% | +165.9% | +207.5% |
| All | +199.8% | +33.2% | +166.6% | +207.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling