+890.1%
TTMI vs QS
-24.6%
+914.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +3.0% |
| 7D | +0.7% | -3.6% | +4.3% | +1.4% |
| 30D | -8.4% | -17.2% | +8.8% | -4.9% |
| 3M | -32.5% | -27.0% | -5.5% | -28.3% |
| 6M | +32.5% | -24.6% | +57.1% | +39.8% |
| YTD | +83.2% | -49.3% | +132.6% | +104.0% |
| 1Y | +161.7% | -40.3% | +202.0% | +183.9% |
| 3Y | +890.1% | -23.8% | +913.9% | +821.9% |
| All | +890.1% | -24.6% | +914.7% | +821.9% |
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