-30.4%
TRMB vs QSR
+28.6%
-59.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -3.0% | -4.0% | +1.0% | -1.8% |
| 30D | +2.3% | +2.8% | -0.4% | +1.4% |
| 3M | +15.3% | +5.1% | +10.2% | +13.6% |
| 6M | -14.7% | +8.8% | -23.5% | -15.6% |
| YTD | -26.4% | +14.8% | -41.2% | -28.1% |
| 1Y | -30.4% | +25.7% | -56.1% | -32.3% |
| All | -30.4% | +28.6% | -59.0% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling