+256.1%
TPR vs QS
-86.5%
+342.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.6% |
| 7D | +14.2% | +5.4% | +8.8% | +13.1% |
| 30D | +17.1% | -5.3% | +22.4% | +17.7% |
| 3M | -17.7% | -22.6% | +4.9% | -15.0% |
| 6M | -10.2% | -46.2% | +36.0% | -3.1% |
| YTD | +4.9% | -58.9% | +63.8% | +16.9% |
| 1Y | +36.1% | -73.1% | +109.2% | +61.5% |
| 3Y | +416.5% | -27.2% | +443.7% | +347.5% |
| All | +256.1% | -86.5% | +342.6% | +347.9% |
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