-23.8%
TNA vs QS
-75.4%
+51.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.7% |
| 7D | -7.6% | -5.0% | -2.6% | -5.6% |
| 30D | -13.6% | -18.3% | +4.7% | -6.1% |
| 3M | +2.8% | -26.0% | +28.8% | +14.7% |
| 6M | +34.5% | -24.0% | +58.6% | +48.0% |
| YTD | +41.0% | -50.3% | +91.3% | +83.4% |
| 1Y | +52.0% | -38.0% | +90.0% | +71.0% |
| 3Y | +103.5% | -24.6% | +128.1% | +58.4% |
| All | -23.8% | -75.4% | +51.5% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling