+13.6%
TPR vs QS
-44.4%
+58.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.0% |
| 7D | -3.4% | +2.2% | -5.6% | -3.6% |
| 30D | -27.3% | -8.1% | -19.2% | -26.6% |
| 3M | -16.2% | -27.0% | +10.8% | -13.7% |
| 6M | -17.9% | -16.4% | -1.4% | -17.3% |
| YTD | -7.1% | -46.4% | +39.2% | -2.4% |
| 1Y | +13.6% | -41.1% | +54.7% | +20.0% |
| All | +13.6% | -44.4% | +58.1% | +20.0% |
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