+133.5%
TT vs QSR
+57.8%
+75.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.3% |
| 7D | +8.1% | -3.9% | +12.0% | +9.4% |
| 30D | -11.3% | +5.9% | -17.2% | -13.2% |
| 3M | -11.2% | +1.7% | -12.9% | -12.1% |
| 6M | -8.9% | -1.9% | -7.1% | -9.0% |
| YTD | +9.7% | +13.6% | -3.9% | +2.5% |
| 1Y | +1.3% | +13.1% | -11.9% | -5.4% |
| 3Y | +93.4% | +21.8% | +71.5% | +69.5% |
| 5Y | +133.5% | +57.2% | +76.3% | +68.6% |
| All | +133.5% | +57.8% | +75.8% | +68.6% |
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