+221.0%
TER vs QSR
+27.8%
+193.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.7% |
| 7D | +9.4% | -4.7% | +14.1% | +7.8% |
| 30D | -2.4% | +4.3% | -6.7% | -1.2% |
| 3M | +6.5% | +5.4% | +1.1% | +8.7% |
| 6M | +23.2% | +8.2% | +15.0% | +26.7% |
| YTD | +91.5% | +14.1% | +77.4% | +99.4% |
| All | +221.0% | +27.8% | +193.1% | +215.7% |
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 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