+19.3%
TPR vs QS
-71.4%
+90.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +2.4% |
| 7D | +12.6% | +4.5% | +8.2% | +11.9% |
| 30D | +7.1% | -4.1% | +11.3% | +7.5% |
| 3M | -19.4% | -22.1% | +2.8% | -16.8% |
| 6M | -9.7% | -38.4% | +28.7% | -5.5% |
| YTD | -1.0% | -57.5% | +56.5% | +10.2% |
| 1Y | +19.3% | -71.3% | +90.6% | +48.3% |
| All | +19.3% | -71.4% | +90.7% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling