+10.8%
TSN vs QSR
+25.0%
-14.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.4% | -4.7% | +6.0% | +2.6% |
| 30D | -6.2% | +4.3% | -10.5% | -7.3% |
| 3M | -5.7% | +5.4% | -11.1% | -7.2% |
| 6M | -11.4% | +8.2% | -19.5% | -13.6% |
| YTD | -8.2% | +14.1% | -22.3% | -11.9% |
| 1Y | -2.0% | +28.1% | -30.1% | -9.2% |
| All | +10.8% | +25.0% | -14.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling