-72.2%
TTD vs QSR
+33.2%
-105.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | +2.4% | +3.9% | +5.3% |
| 30D | -23.9% | +7.6% | -31.5% | -26.2% |
| 3M | -31.4% | +12.6% | -44.0% | -34.7% |
| 6M | -42.7% | +14.4% | -57.0% | -46.2% |
| YTD | -62.0% | +19.6% | -81.6% | -64.8% |
| 1Y | -72.2% | +33.9% | -106.1% | -76.1% |
| All | -72.2% | +33.2% | -105.4% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling