+172.6%
TTMI vs QS
-28.5%
+201.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.7% |
| 7D | +5.9% | -2.3% | +8.2% | +6.7% |
| 30D | -4.3% | -0.7% | -3.6% | -4.2% |
| 3M | -32.0% | -39.6% | +7.6% | -21.1% |
| 6M | +19.5% | -21.7% | +41.2% | +28.5% |
| YTD | +82.0% | -47.4% | +129.4% | +109.7% |
| 1Y | +172.6% | -28.4% | +201.0% | +228.5% |
| All | +172.6% | -28.5% | +201.1% | +228.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling