+240.4%
TPR vs QS
-75.2%
+315.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -2.3% | -2.3% | 0.0% | -2.0% |
| 30D | -23.0% | -0.7% | -22.2% | -23.0% |
| 3M | -12.5% | -39.6% | +27.2% | -6.5% |
| 6M | -21.4% | -21.7% | +0.3% | -19.8% |
| YTD | -3.5% | -47.4% | +43.9% | +4.0% |
| 1Y | +17.4% | -28.4% | +45.7% | +17.0% |
| 3Y | +291.3% | -22.6% | +313.8% | +241.0% |
| All | +240.4% | -75.2% | +315.6% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling