+34.3%
TGT vs QS
-46.4%
+80.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.1% |
| 7D | -5.2% | -3.6% | -1.6% | -5.0% |
| 30D | +1.2% | -17.2% | +18.4% | +2.4% |
| 3M | +18.4% | -27.0% | +45.4% | +20.3% |
| 6M | +33.4% | -24.6% | +58.0% | +34.8% |
| YTD | +63.8% | -49.3% | +113.1% | +69.3% |
| 1Y | +77.2% | -40.3% | +117.5% | +79.1% |
| 3Y | +41.8% | -23.8% | +65.6% | +34.7% |
| 5Y | -25.5% | -75.0% | +49.4% | -28.2% |
| All | +34.3% | -46.4% | +80.7% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling