+203.6%
TGT vs QSR
+135.2%
+68.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -5.2% | -4.0% | -1.2% | -4.2% |
| 30D | +1.2% | +2.8% | -1.6% | +0.5% |
| 3M | +18.4% | +5.1% | +13.3% | +16.9% |
| 6M | +33.4% | +8.8% | +24.6% | +30.3% |
| YTD | +63.8% | +14.8% | +49.0% | +57.6% |
| 1Y | +77.2% | +25.7% | +51.4% | +66.3% |
| 3Y | +41.8% | +27.5% | +14.3% | +32.3% |
| 5Y | -25.5% | +41.3% | -66.8% | -32.8% |
| All | +203.6% | +135.2% | +68.4% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling