+9.3%
TT vs QS
-45.8%
+55.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | +0.3% |
| 7D | +1.4% | -4.2% | +5.6% | +1.8% |
| 30D | -6.7% | -15.7% | +9.0% | -5.0% |
| 3M | -5.4% | -28.7% | +23.3% | -2.5% |
| 6M | +4.4% | -23.2% | +27.6% | +6.2% |
| YTD | +14.9% | -49.9% | +64.8% | +20.5% |
| 1Y | +9.3% | -38.8% | +48.1% | +18.0% |
| All | +9.3% | -45.8% | +55.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling