+7.6%
TPR vs Q
+71.3%
-63.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -23.0% | -11.1% | -11.8% | -21.6% |
| 3M | -12.5% | -22.1% | +9.7% | -9.4% |
| 6M | -21.4% | +0.5% | -21.9% | -25.0% |
| YTD | -3.5% | +47.8% | -51.3% | -15.9% |
| All | +7.6% | +71.3% | -63.7% | -1.6% |
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