+570.0%
TLN vs QSR
+13.2%
+556.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | +2.0% | -4.7% | +6.7% | +2.0% |
| 30D | -12.9% | +4.3% | -17.3% | -13.0% |
| 3M | -7.4% | +5.4% | -12.9% | -7.6% |
| 6M | -6.0% | +8.2% | -14.2% | -6.5% |
| YTD | -16.9% | +14.1% | -31.0% | -17.7% |
| 1Y | -22.6% | +28.1% | -50.7% | -24.7% |
| 3Y | +469.0% | +25.3% | +443.8% | +455.6% |
| All | +570.0% | +13.2% | +556.7% | +572.5% |
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