+356.2%
TPR vs QSR
+137.6%
+218.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.3% | -2.9% | +2.6% | +1.5% |
| 30D | +15.1% | +4.1% | +11.0% | +12.1% |
| 3M | +3.5% | -0.7% | +4.2% | +3.5% |
| 6M | +0.4% | +0.4% | 0.0% | -1.0% |
| YTD | +4.6% | +13.5% | -8.9% | -6.1% |
| 1Y | +33.1% | +11.0% | +22.1% | +21.0% |
| 3Y | +396.0% | +22.0% | +374.0% | +306.6% |
| 5Y | +230.3% | +57.1% | +173.2% | +121.8% |
| All | +356.2% | +137.6% | +218.6% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling