+40.2%
TGT vs QS
-43.2%
+83.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -0.6% | +2.2% | -2.8% | -0.8% |
| 30D | +9.5% | -8.1% | +17.6% | +10.1% |
| 3M | +32.3% | -27.0% | +59.3% | +34.4% |
| 6M | +37.0% | -16.4% | +53.5% | +37.5% |
| YTD | +71.0% | -46.4% | +117.4% | +76.1% |
| 1Y | +85.0% | -41.1% | +126.1% | +87.2% |
| 3Y | +46.8% | -18.6% | +65.5% | +38.9% |
| 5Y | -22.7% | -73.0% | +50.3% | -25.8% |
| All | +40.2% | -43.2% | +83.5% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling