+229.6%
TPR vs QSR
+45.8%
+183.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.4% | -2.7% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -27.3% | +5.9% | -33.2% | -29.3% |
| 3M | -16.2% | +10.5% | -26.7% | -20.3% |
| 6M | -17.9% | +7.7% | -25.6% | -21.7% |
| YTD | -7.1% | +16.8% | -23.9% | -15.2% |
| 1Y | +13.6% | +30.9% | -17.3% | -2.8% |
| 3Y | +293.7% | +28.2% | +265.6% | +224.9% |
| All | +229.6% | +45.8% | +183.8% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling