+278.8%
TT vs QS
-62.6%
+341.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.7% | -1.2% |
| 7D | +4.0% | -14.0% | +18.1% | +4.8% |
| 30D | -11.3% | -6.4% | -4.9% | -11.1% |
| 3M | -12.3% | -40.3% | +28.0% | -10.1% |
| 6M | -10.8% | -57.5% | +46.7% | -7.4% |
| YTD | +8.2% | -64.7% | +72.8% | +13.0% |
| 1Y | +1.5% | -72.9% | +74.3% | +7.3% |
| 3Y | +91.5% | -33.5% | +124.9% | +87.9% |
| 5Y | +130.2% | -90.5% | +220.7% | +129.0% |
| All | +278.8% | -62.6% | +341.4% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling