+415.0%
TPR vs QSR
+25.8%
+389.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +12.1% | +4.5% | +7.6% | +10.9% |
| 30D | +16.7% | +9.4% | +7.3% | +14.2% |
| 3M | -17.4% | +7.5% | -24.9% | -19.0% |
| 6M | +2.3% | -0.8% | +3.1% | +2.3% |
| YTD | +7.1% | +16.9% | -9.7% | +1.4% |
| 1Y | +29.5% | +16.3% | +13.2% | +22.6% |
| 3Y | +415.0% | +25.3% | +389.8% | +357.9% |
| All | +415.0% | +25.8% | +389.3% | +357.9% |
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