+127.9%
TT vs QS
-86.5%
+214.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +2.0% |
| 7D | -2.0% | +5.4% | -7.4% | -2.5% |
| 30D | -14.0% | -5.3% | -8.7% | -13.7% |
| 3M | -15.9% | -22.6% | +6.7% | -14.1% |
| 6M | -17.3% | -46.2% | +28.8% | -13.2% |
| YTD | +4.0% | -58.9% | +62.9% | +11.2% |
| 1Y | -7.1% | -73.1% | +66.0% | +3.1% |
| 3Y | +90.2% | -27.2% | +117.5% | +76.4% |
| All | +127.9% | -86.5% | +214.4% | +121.5% |
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