+257.6%
TRV vs QS
-47.0%
+304.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.4% |
| 7D | +0.2% | -4.2% | +4.4% | +0.2% |
| 30D | -2.3% | -15.7% | +13.3% | -2.3% |
| 3M | +22.7% | -28.7% | +51.4% | +22.8% |
| 6M | +21.9% | -23.2% | +45.2% | +22.0% |
| YTD | +27.5% | -49.9% | +77.4% | +27.8% |
| 1Y | +36.2% | -38.8% | +75.0% | +36.2% |
| 3Y | +140.6% | -24.0% | +164.6% | +139.1% |
| 5Y | +154.5% | -75.6% | +230.1% | +153.0% |
| All | +257.6% | -47.0% | +304.6% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling