-74.8%
TTD vs QS
-22.5%
-52.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.4% | +9.0% | +4.2% |
| 7D | +20.8% | -5.0% | +25.8% | +21.4% |
| 30D | +33.8% | -1.4% | +35.2% | +34.0% |
| 3M | +17.8% | -33.6% | +51.4% | +22.1% |
| 6M | -25.7% | -47.6% | +21.8% | -21.8% |
| YTD | -57.9% | -59.6% | +1.7% | -54.7% |
| 1Y | -63.8% | -73.5% | +9.7% | -59.5% |
| All | -74.8% | -22.5% | -52.4% | -77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling