+944.9%
TT vs QSR
+202.6%
+742.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.4% |
| 7D | +8.1% | -3.9% | +12.0% | +9.6% |
| 30D | -11.3% | +5.9% | -17.2% | -13.4% |
| 3M | -11.2% | +1.7% | -12.9% | -12.2% |
| 6M | -8.9% | -1.9% | -7.1% | -9.1% |
| YTD | +9.7% | +13.6% | -3.9% | +2.8% |
| 1Y | +1.3% | +13.1% | -11.9% | -5.1% |
| 3Y | +93.4% | +21.8% | +71.5% | +73.0% |
| 5Y | +133.5% | +57.2% | +76.3% | +87.3% |
| 10Y | +739.9% | +138.5% | +601.4% | +453.4% |
| All | +944.9% | +202.6% | +742.3% | +539.8% |
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