+148.2%
TT vs QSR
+43.4%
+104.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.4% | -2.4% | +3.8% | +2.2% |
| 30D | -6.7% | +5.7% | -12.4% | -8.6% |
| 3M | -5.4% | +6.9% | -12.4% | -8.1% |
| 6M | +4.4% | +6.9% | -2.5% | +0.8% |
| YTD | +14.9% | +14.9% | 0.0% | +7.4% |
| 1Y | +9.3% | +29.1% | -19.8% | -3.2% |
| 3Y | +121.7% | +26.1% | +95.6% | +92.0% |
| 5Y | +148.2% | +42.3% | +105.8% | +86.5% |
| All | +148.2% | +43.4% | +104.7% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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