+909.4%
TTMI vs QS
-47.4%
+956.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.5% |
| 7D | +6.0% | -5.0% | +11.0% | +6.6% |
| 30D | -6.4% | -18.3% | +11.9% | -4.6% |
| 3M | -28.9% | -26.0% | -2.9% | -26.9% |
| 6M | +26.9% | -24.0% | +50.9% | +30.4% |
| YTD | +77.3% | -50.3% | +127.6% | +87.8% |
| 1Y | +147.5% | -38.0% | +185.5% | +157.5% |
| 3Y | +847.6% | -24.6% | +872.2% | +829.3% |
| 5Y | +802.2% | -75.4% | +877.6% | +788.6% |
| All | +909.4% | -47.4% | +956.8% | +976.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling