+18.2%
TPR vs Q
+56.5%
-38.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.4% | +14.4% | +8.0% |
| 7D | +13.9% | -10.3% | +24.1% | +15.4% |
| 30D | +14.9% | -17.7% | +32.6% | +17.9% |
| 3M | -15.4% | -18.8% | +3.4% | -13.3% |
| 6M | -4.5% | -24.8% | +20.3% | -2.4% |
| YTD | +6.0% | +35.0% | -29.0% | -6.9% |
| 1Y | +24.3% | +10.7% | +13.6% | +16.4% |
| All | +18.2% | +56.5% | -38.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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