+376.4%
TTD vs QSR
+127.9%
+248.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | -0.6% | -4.0% | +3.4% | +2.0% |
| 30D | +6.3% | +2.8% | +3.6% | +4.5% |
| 3M | -24.1% | +5.1% | -29.2% | -26.7% |
| 6M | -47.4% | +8.8% | -56.2% | -50.6% |
| YTD | -62.2% | +14.8% | -77.1% | -65.8% |
| 1Y | -68.3% | +25.7% | -94.0% | -73.0% |
| 3Y | -83.4% | +27.5% | -111.0% | -86.4% |
| 5Y | -80.3% | +41.3% | -121.6% | -84.9% |
| All | +376.4% | +127.9% | +248.5% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling