+225.8%
TRI vs QSR
+205.8%
+20.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -7.9% | -4.0% | -3.9% | -6.7% |
| 30D | -4.5% | +2.8% | -7.3% | -5.2% |
| 3M | +22.1% | +5.1% | +17.0% | +20.5% |
| 6M | -2.8% | +8.8% | -11.6% | -5.2% |
| YTD | -23.4% | +14.8% | -38.2% | -26.5% |
| 1Y | -41.5% | +25.7% | -67.3% | -45.4% |
| 3Y | -19.2% | +27.5% | -46.7% | -25.9% |
| 5Y | -9.4% | +41.3% | -50.7% | -20.2% |
| 10Y | +195.6% | +133.8% | +61.7% | +115.0% |
| All | +225.8% | +205.8% | +20.1% | +121.6% |
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