+19.6%
TMO vs QS
-24.6%
+44.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.6% | -3.6% | +3.0% | -0.4% |
| 30D | +1.1% | -17.2% | +18.4% | +2.3% |
| 3M | +28.3% | -27.0% | +55.3% | +30.5% |
| 6M | +23.3% | -24.6% | +47.8% | +24.5% |
| YTD | +5.5% | -49.3% | +54.8% | +9.4% |
| 1Y | +24.5% | -40.3% | +64.9% | +26.5% |
| 3Y | +19.6% | -23.8% | +43.4% | +12.1% |
| All | +19.6% | -24.6% | +44.1% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling