-25.1%
TGT vs QS
-75.4%
+50.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | -5.0% | -5.0% | -0.1% | -4.5% |
| 30D | +3.0% | -18.3% | +21.3% | +5.2% |
| 3M | +22.6% | -26.0% | +48.6% | +25.7% |
| 6M | +31.2% | -24.0% | +55.2% | +33.1% |
| YTD | +63.7% | -50.3% | +114.0% | +73.4% |
| 1Y | +78.5% | -38.0% | +116.5% | +79.8% |
| 3Y | +40.5% | -24.6% | +65.1% | +25.3% |
| All | -25.1% | -75.4% | +50.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling