+395.3%
TPR vs QSR
+218.5%
+176.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.3% | +2.4% | -4.7% | -3.6% |
| 30D | -23.0% | +7.6% | -30.6% | -26.5% |
| 3M | -12.5% | +12.6% | -25.1% | -18.8% |
| 6M | -21.4% | +14.4% | -35.8% | -28.5% |
| YTD | -3.5% | +19.6% | -23.1% | -14.6% |
| 1Y | +17.4% | +33.9% | -16.5% | -3.4% |
| 3Y | +291.3% | +27.1% | +264.1% | +221.8% |
| 5Y | +241.9% | +48.5% | +193.4% | +152.2% |
| 10Y | +322.7% | +126.2% | +196.5% | +148.4% |
| All | +395.3% | +218.5% | +176.8% | +165.3% |
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