+267.0%
TRV vs QS
-46.4%
+313.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.1% | +2.1% |
| 7D | +1.9% | -3.6% | +5.6% | +1.9% |
| 30D | +1.7% | -17.2% | +18.9% | +1.8% |
| 3M | +23.9% | -27.0% | +50.9% | +24.0% |
| 6M | +26.3% | -24.6% | +50.8% | +26.3% |
| YTD | +30.8% | -49.3% | +80.1% | +31.2% |
| 1Y | +36.3% | -40.3% | +76.7% | +36.4% |
| 3Y | +145.0% | -23.8% | +168.8% | +143.5% |
| 5Y | +163.9% | -75.0% | +238.8% | +162.3% |
| All | +267.0% | -46.4% | +313.4% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling