+21.4%
TSCO vs QS
-47.4%
+68.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -3.1% | -5.0% | +1.8% | -2.9% |
| 30D | -4.4% | -18.3% | +13.9% | -3.4% |
| 3M | +9.7% | -26.0% | +35.7% | +11.1% |
| 6M | -32.4% | -24.0% | -8.4% | -31.9% |
| YTD | -31.7% | -50.3% | +18.6% | -29.7% |
| 1Y | -41.3% | -38.0% | -3.3% | -40.8% |
| 3Y | -18.3% | -24.6% | +6.3% | -21.7% |
| 5Y | -10.3% | -75.4% | +65.2% | -12.5% |
| All | +21.4% | -47.4% | +68.8% | +21.1% |
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