-67.0%
TTD vs QS
-62.6%
-4.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.5% | +2.3% |
| 7D | +21.3% | -14.0% | +35.3% | +24.7% |
| 30D | +28.7% | -6.4% | +35.1% | +30.3% |
| 3M | +7.7% | -40.3% | +48.0% | +18.0% |
| 6M | -23.5% | -57.5% | +34.0% | -12.4% |
| YTD | -58.7% | -64.7% | +6.0% | -51.7% |
| 1Y | -63.4% | -72.9% | +9.5% | -55.1% |
| 3Y | -75.3% | -33.5% | -41.8% | -78.8% |
| 5Y | -84.4% | -90.5% | +6.1% | -83.0% |
| All | -67.0% | -62.6% | -4.3% | -57.1% |
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