+145.0%
TT vs QS
-74.6%
+219.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | -7.3% | -8.1% | +0.7% | -6.6% |
| 3M | -2.6% | -27.0% | +24.4% | -0.2% |
| 6M | +5.9% | -16.4% | +22.3% | +6.7% |
| YTD | +15.4% | -46.4% | +61.8% | +20.5% |
| 1Y | +8.2% | -41.1% | +49.3% | +10.7% |
| 3Y | +122.7% | -18.6% | +141.3% | +106.6% |
| 5Y | +145.0% | -73.0% | +218.0% | +128.4% |
| All | +145.0% | -74.6% | +219.5% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling