+482.8%
TLN vs QSR
+25.9%
+456.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +5.8% | -2.4% | +8.2% | +5.8% |
| 30D | -6.9% | +5.7% | -12.5% | -6.9% |
| 3M | -10.9% | +6.9% | -17.8% | -11.0% |
| 6M | -4.6% | +6.9% | -11.5% | -4.9% |
| YTD | -14.7% | +14.9% | -29.6% | -15.4% |
| 1Y | -17.9% | +29.1% | -47.0% | -20.0% |
| All | +482.8% | +25.9% | +456.9% | +471.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling