+437.8%
TPR vs QSR
+202.6%
+235.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -1.1% | -3.9% | +2.8% | +1.1% |
| 30D | +15.1% | +5.9% | +9.2% | +11.4% |
| 3M | -13.4% | +1.7% | -15.1% | -14.7% |
| 6M | +1.4% | -1.9% | +3.2% | +1.3% |
| YTD | +4.8% | +13.6% | -8.9% | -4.8% |
| 1Y | +29.2% | +13.1% | +16.1% | +17.4% |
| 3Y | +403.7% | +21.8% | +381.9% | +324.4% |
| 5Y | +230.8% | +57.2% | +173.6% | +135.4% |
| 10Y | +369.2% | +138.5% | +230.7% | +174.7% |
| All | +437.8% | +202.6% | +235.3% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling