+998.9%
TT vs QSR
+211.0%
+788.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -7.3% | +5.9% | -13.2% | -9.4% |
| 3M | -2.6% | +10.5% | -13.1% | -6.6% |
| 6M | +5.9% | +7.7% | -1.8% | +2.0% |
| YTD | +15.4% | +16.8% | -1.4% | +7.4% |
| 1Y | +8.2% | +30.9% | -22.6% | -3.9% |
| 3Y | +122.7% | +28.2% | +94.5% | +95.8% |
| 5Y | +145.0% | +45.0% | +100.0% | +103.1% |
| 10Y | +893.7% | +127.3% | +766.4% | +565.0% |
| All | +998.9% | +211.0% | +788.0% | +569.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling