-70.6%
TTD vs QS
-47.4%
-23.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -7.4% | -5.0% | -2.5% | -6.6% |
| 30D | +3.0% | -18.3% | +21.3% | +6.6% |
| 3M | -27.6% | -26.0% | -1.6% | -24.6% |
| 6M | -49.5% | -24.0% | -25.4% | -48.4% |
| YTD | -63.2% | -50.3% | -12.9% | -59.5% |
| 1Y | -69.7% | -38.0% | -31.8% | -69.3% |
| 3Y | -83.3% | -24.6% | -58.7% | -85.9% |
| 5Y | -80.8% | -75.4% | -5.4% | -81.0% |
| All | -70.6% | -47.4% | -23.2% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling