+398.5%
TMO vs QSR
+205.8%
+192.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.6% | -4.0% | +3.4% | +0.4% |
| 30D | +1.1% | +2.8% | -1.6% | +0.4% |
| 3M | +28.3% | +5.1% | +23.2% | +26.5% |
| 6M | +23.3% | +8.8% | +14.5% | +20.1% |
| YTD | +5.5% | +14.8% | -9.4% | +1.1% |
| 1Y | +24.5% | +25.7% | -1.2% | +16.4% |
| 3Y | +19.6% | +27.5% | -8.0% | +10.4% |
| 5Y | +8.1% | +41.3% | -33.1% | -3.6% |
| 10Y | +336.7% | +133.8% | +202.9% | +226.2% |
| All | +398.5% | +205.8% | +192.8% | +246.6% |
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