-84.0%
TTD vs QS
-25.4%
-58.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.3% |
| 7D | -4.6% | -4.2% | -0.4% | -4.2% |
| 30D | +3.7% | -15.7% | +19.3% | +5.4% |
| 3M | -30.2% | -28.7% | -1.5% | -28.2% |
| 6M | -51.4% | -23.2% | -28.2% | -50.8% |
| YTD | -63.4% | -49.9% | -13.5% | -61.2% |
| 1Y | -73.5% | -38.8% | -34.7% | -73.2% |
| All | -84.0% | -25.4% | -58.5% | -85.8% |
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