+82.8%
TNA vs QSR
+203.9%
-121.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.2% |
| 7D | -7.6% | -4.7% | -2.9% | -2.2% |
| 30D | -13.6% | +4.3% | -17.9% | -18.2% |
| 3M | +2.8% | +5.4% | -2.6% | -5.2% |
| 6M | +34.5% | +8.2% | +26.4% | +18.0% |
| YTD | +41.0% | +14.1% | +26.9% | +14.1% |
| 1Y | +52.0% | +28.1% | +23.9% | +5.9% |
| 3Y | +103.5% | +25.3% | +78.2% | +44.8% |
| 5Y | -22.5% | +40.4% | -62.9% | -48.7% |
| 10Y | +81.9% | +132.4% | -50.5% | -17.3% |
| All | +82.8% | +203.9% | -121.1% | -29.5% |
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