-40.9%
TSCO vs QS
-28.5%
-12.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | +0.8% | -2.3% | +3.1% | +0.9% |
| 30D | +5.5% | -0.7% | +6.2% | +5.4% |
| 3M | +20.0% | -39.6% | +59.6% | +21.8% |
| 6M | -29.8% | -21.7% | -8.1% | -29.7% |
| YTD | -28.7% | -47.4% | +18.7% | -27.5% |
| 1Y | -40.9% | -28.4% | -12.5% | -41.0% |
| All | -40.9% | -28.5% | -12.5% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling