+307.1%
TPR vs QSR
+133.7%
+173.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | -5.1% | -4.7% | -0.4% | -2.3% |
| 30D | -27.6% | +4.3% | -31.9% | -29.7% |
| 3M | -17.5% | +5.4% | -22.9% | -20.8% |
| 6M | -21.3% | +8.2% | -29.5% | -26.5% |
| YTD | -8.5% | +14.1% | -22.6% | -17.7% |
| 1Y | +11.5% | +28.1% | -16.7% | -7.6% |
| 3Y | +288.0% | +25.3% | +262.8% | +213.4% |
| 5Y | +225.2% | +40.4% | +184.8% | +138.3% |
| All | +307.1% | +133.7% | +173.3% | +135.8% |
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