+429.1%
TTMI vs QS
-32.2%
+461.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -1.9% |
| 7D | +11.4% | -14.0% | +25.4% | +14.7% |
| 30D | -28.3% | -6.4% | -21.9% | -27.7% |
| 3M | -46.7% | -40.3% | -6.4% | -41.2% |
| 6M | -56.1% | -57.5% | +1.4% | -48.8% |
| YTD | +7.4% | -64.7% | +72.0% | +27.2% |
| 1Y | +17.4% | -72.9% | +90.3% | +44.3% |
| 3Y | +429.1% | -33.5% | +462.6% | +422.8% |
| All | +429.1% | -32.2% | +461.4% | +422.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling