+10.7%
TTMI vs QS
-71.4%
+82.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +7.5% | -17.6% | -13.5% |
| 7D | -19.2% | +4.5% | -23.7% | -21.1% |
| 30D | -44.9% | -4.1% | -40.8% | -44.3% |
| 3M | -44.7% | -22.1% | -22.6% | -38.1% |
| 6M | -53.4% | -38.4% | -15.0% | -42.6% |
| YTD | +6.3% | -57.5% | +63.8% | +49.2% |
| 1Y | +10.7% | -71.3% | +82.0% | +94.8% |
| All | +10.7% | -71.4% | +82.1% | +94.8% |
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