-69.6%
TTD vs QS
-44.4%
-25.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.5% |
| 7D | +6.3% | -2.3% | +8.7% | +6.8% |
| 30D | -23.9% | -0.7% | -23.2% | -24.4% |
| 3M | -31.4% | -39.6% | +8.3% | -25.9% |
| 6M | -42.7% | -21.7% | -21.0% | -41.8% |
| YTD | -62.0% | -47.4% | -14.6% | -58.6% |
| 1Y | -72.2% | -28.4% | -43.8% | -72.7% |
| 3Y | -81.9% | -22.6% | -59.3% | -84.8% |
| 5Y | -81.5% | -75.6% | -6.0% | -81.8% |
| All | -69.6% | -44.4% | -25.2% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling