+293.7%
TPR vs QSR
+28.6%
+265.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.4% | -3.2% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -27.3% | +5.9% | -33.2% | -28.4% |
| 3M | -16.2% | +10.5% | -26.7% | -18.4% |
| 6M | -17.9% | +7.7% | -25.6% | -20.0% |
| YTD | -7.1% | +16.8% | -23.9% | -11.9% |
| 1Y | +13.6% | +30.9% | -17.3% | +3.6% |
| 3Y | +293.7% | +28.2% | +265.6% | +249.7% |
| All | +293.7% | +28.6% | +265.1% | +249.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling