+90.5%
TNA vs QS
-47.0%
+137.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.5% | -2.4% |
| 7D | -3.6% | -4.2% | +0.6% | -2.5% |
| 30D | -10.1% | -15.7% | +5.6% | -6.0% |
| 3M | +2.7% | -28.7% | +31.4% | +11.3% |
| 6M | +38.4% | -23.2% | +61.6% | +47.4% |
| YTD | +45.4% | -49.9% | +95.3% | +72.1% |
| 1Y | +55.9% | -38.8% | +94.8% | +71.7% |
| 3Y | +109.8% | -24.0% | +133.8% | +95.2% |
| 5Y | -22.5% | -75.6% | +53.1% | -15.7% |
| All | +90.5% | -47.0% | +137.5% | +139.1% |
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