+581.7%
TLN vs QSR
+18.7%
+563.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +7.1% | +2.4% | +4.6% | +7.0% |
| 30D | -3.9% | +7.6% | -11.5% | -4.0% |
| 3M | -16.2% | +12.6% | -28.8% | -16.4% |
| 6M | -5.8% | +14.4% | -20.2% | -6.4% |
| YTD | -15.4% | +19.6% | -35.0% | -16.3% |
| 1Y | -16.7% | +33.9% | -50.6% | -18.9% |
| 3Y | +473.8% | +27.1% | +446.6% | +464.3% |
| All | +581.7% | +18.7% | +563.0% | +583.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling