-29.4%
TSCO vs QS
-71.4%
+42.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.3% | +3.8% |
| 7D | +15.7% | +4.5% | +11.2% | +15.4% |
| 30D | +16.4% | -4.1% | +20.5% | +16.3% |
| 3M | +11.2% | -22.1% | +33.4% | +11.7% |
| 6M | +14.9% | -38.4% | +53.3% | +15.3% |
| YTD | -25.4% | -57.5% | +32.1% | -24.0% |
| 1Y | -29.4% | -71.3% | +41.9% | -25.2% |
| All | -29.4% | -71.4% | +42.0% | -25.2% |
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