+365.8%
TTD vs QSR
+131.7%
+234.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -1.4% |
| 7D | +1.7% | +0.1% | +1.7% | +1.8% |
| 30D | +1.6% | +5.9% | -4.3% | -2.0% |
| 3M | -27.8% | +10.5% | -38.3% | -32.5% |
| 6M | -52.1% | +7.7% | -59.8% | -54.7% |
| YTD | -63.1% | +16.8% | -79.9% | -66.9% |
| 1Y | -73.1% | +30.9% | -103.9% | -77.6% |
| 3Y | -83.3% | +28.2% | -111.5% | -86.3% |
| 5Y | -80.6% | +45.0% | -125.6% | -85.3% |
| All | +365.8% | +131.7% | +234.0% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling