-80.9%
TTD vs QS
-74.8%
-6.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | +1.0% |
| 7D | -4.6% | -4.2% | -0.4% | -3.5% |
| 30D | +3.7% | -15.7% | +19.3% | +8.6% |
| 3M | -30.2% | -28.7% | -1.5% | -24.8% |
| 6M | -51.4% | -23.2% | -28.2% | -50.1% |
| YTD | -63.4% | -49.9% | -13.5% | -57.5% |
| 1Y | -73.5% | -38.8% | -34.7% | -73.4% |
| 3Y | -83.5% | -24.0% | -59.4% | -89.3% |
| 5Y | -80.9% | -75.6% | -5.3% | -78.6% |
| All | -80.9% | -74.8% | -6.1% | -78.6% |
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