+816.3%
TTMI vs QS
-75.6%
+891.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.6% | +2.7% | -2.8% |
| 7D | +7.5% | -4.2% | +11.7% | +8.3% |
| 30D | -4.5% | -15.7% | +11.2% | -1.5% |
| 3M | -28.5% | -28.7% | +0.2% | -24.3% |
| 6M | +28.4% | -23.2% | +51.6% | +34.5% |
| YTD | +80.1% | -49.9% | +130.0% | +99.8% |
| 1Y | +161.0% | -38.8% | +199.8% | +179.2% |
| 3Y | +862.4% | -24.0% | +886.4% | +796.9% |
| All | +816.3% | -75.6% | +891.9% | +790.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling