+86.8%
TNA vs QS
-46.4%
+133.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.6% |
| 7D | -7.3% | -3.6% | -3.6% | -6.4% |
| 30D | -14.2% | -17.2% | +3.1% | -9.8% |
| 3M | -4.6% | -27.0% | +22.4% | +2.8% |
| 6M | +36.9% | -24.6% | +61.5% | +46.5% |
| YTD | +42.5% | -49.3% | +91.9% | +68.2% |
| 1Y | +45.8% | -40.3% | +86.1% | +61.5% |
| 3Y | +104.7% | -23.8% | +128.5% | +90.2% |
| 5Y | -21.7% | -75.0% | +53.3% | -15.2% |
| All | +86.8% | -46.4% | +133.1% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling