+302.5%
TT vs QS
-47.0%
+349.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | -0.1% |
| 7D | +1.4% | -4.2% | +5.6% | +1.6% |
| 30D | -6.7% | -15.7% | +9.0% | -5.9% |
| 3M | -5.4% | -28.7% | +23.3% | -4.0% |
| 6M | +4.4% | -23.2% | +27.6% | +5.3% |
| YTD | +14.9% | -49.9% | +64.8% | +18.1% |
| 1Y | +9.3% | -38.8% | +48.1% | +10.7% |
| 3Y | +121.7% | -24.0% | +145.8% | +115.8% |
| 5Y | +148.2% | -75.6% | +223.7% | +142.8% |
| All | +302.5% | -47.0% | +349.5% | +311.2% |
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 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