+48.7%
TMO vs QS
-46.4%
+95.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.6% | -3.6% | +3.0% | -0.5% |
| 30D | +1.1% | -17.2% | +18.4% | +1.9% |
| 3M | +28.3% | -27.0% | +55.3% | +29.6% |
| 6M | +23.3% | -24.6% | +47.8% | +24.0% |
| YTD | +5.5% | -49.3% | +54.8% | +7.8% |
| 1Y | +24.5% | -40.3% | +64.9% | +25.8% |
| 3Y | +19.6% | -23.8% | +43.4% | +16.4% |
| 5Y | +8.1% | -75.0% | +83.1% | +5.3% |
| All | +48.7% | -46.4% | +95.1% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling