-82.5%
TTD vs QS
-88.0%
+5.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.4% | +9.0% | +5.2% |
| 7D | +20.8% | -5.0% | +25.8% | +22.5% |
| 30D | +33.8% | -1.4% | +35.2% | +34.2% |
| 3M | +17.8% | -33.6% | +51.4% | +31.4% |
| 6M | -25.7% | -47.6% | +21.8% | -14.1% |
| YTD | -57.9% | -59.6% | +1.7% | -48.5% |
| 1Y | -63.8% | -73.5% | +9.7% | -49.9% |
| 3Y | -75.0% | -23.0% | -52.0% | -84.7% |
| 5Y | -82.5% | -89.4% | +6.9% | -70.0% |
| All | -82.5% | -88.0% | +5.5% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling