+26.8%
TPR vs QS
-75.1%
+101.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.5% |
| 7D | +14.2% | +5.4% | +8.8% | +13.3% |
| 30D | +17.1% | -5.3% | +22.4% | +17.4% |
| 3M | -17.7% | -22.6% | +4.9% | -15.6% |
| 6M | -10.2% | -46.2% | +36.0% | -4.8% |
| YTD | +4.9% | -58.9% | +63.8% | +13.2% |
| All | +26.8% | -75.1% | +101.9% | +45.1% |
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