+281.4%
TT vs QS
-54.8%
+336.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | +0.8% | +8.0% | -7.2% | +0.4% |
| 30D | -11.8% | -2.8% | -8.9% | -11.7% |
| 3M | -11.6% | -28.1% | +16.5% | -10.2% |
| 6M | -9.3% | -41.0% | +31.7% | -7.3% |
| YTD | +8.9% | -57.3% | +66.2% | +12.7% |
| 1Y | -2.2% | -72.7% | +70.4% | +3.2% |
| 3Y | +91.9% | -18.6% | +110.5% | +86.4% |
| 5Y | +136.0% | -87.0% | +223.0% | +132.5% |
| All | +281.4% | -54.8% | +336.2% | +292.3% |
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