+29.2%
TPR vs QS
-75.8%
+105.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | +0.4% |
| 7D | -1.1% | -5.6% | +4.4% | -0.5% |
| 30D | +15.1% | -5.8% | +20.9% | +15.5% |
| 3M | -13.4% | -39.2% | +25.8% | -8.4% |
| 6M | +1.4% | -53.9% | +55.3% | +9.9% |
| YTD | +4.8% | -62.8% | +67.5% | +15.0% |
| 1Y | +29.2% | -73.5% | +102.7% | +51.8% |
| All | +29.2% | -75.8% | +105.0% | +51.8% |
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