+10.7%
TTMI vs QSR
+23.8%
-13.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.5% | -15.6% | -5.2% |
| 7D | -19.2% | +5.2% | -24.4% | -14.8% |
| 30D | -44.9% | +12.2% | -57.1% | -38.6% |
| 3M | -44.7% | +7.0% | -51.8% | -40.1% |
| 6M | -53.4% | -0.3% | -53.1% | -49.5% |
| YTD | +6.3% | +18.0% | -11.6% | +25.9% |
| 1Y | +10.7% | +22.6% | -11.9% | +30.9% |
| All | +10.7% | +23.8% | -13.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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