+396.0%
TPR vs QS
-32.2%
+428.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.4% |
| 7D | -0.3% | -14.0% | +13.7% | +1.3% |
| 30D | +15.1% | -6.4% | +21.5% | +15.6% |
| 3M | +3.5% | -40.3% | +43.8% | +8.8% |
| 6M | +0.4% | -57.5% | +58.0% | +8.6% |
| YTD | +4.6% | -64.7% | +69.3% | +14.4% |
| 1Y | +33.1% | -72.9% | +106.0% | +49.3% |
| 3Y | +396.0% | -33.5% | +429.4% | +345.4% |
| All | +396.0% | -32.2% | +428.2% | +345.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling