+292.2%
TER vs QSR
+25.9%
+266.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.5% |
| 7D | +12.4% | -2.4% | +14.7% | +12.9% |
| 30D | +5.1% | +5.7% | -0.6% | +3.7% |
| 3M | +4.0% | +6.9% | -3.0% | +1.5% |
| 6M | +29.5% | +6.9% | +22.7% | +25.6% |
| YTD | +98.5% | +14.9% | +83.6% | +86.2% |
| 1Y | +234.1% | +29.1% | +205.0% | +194.5% |
| All | +292.2% | +25.9% | +266.3% | +255.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling