+1,124.0%
TTMI vs QSR
+135.2%
+988.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.7% | +3.1% |
| 7D | +0.7% | -4.0% | +4.7% | +2.0% |
| 30D | -8.4% | +2.8% | -11.2% | -9.5% |
| 3M | -32.5% | +5.1% | -37.6% | -34.4% |
| 6M | +32.5% | +8.8% | +23.7% | +26.6% |
| YTD | +83.2% | +14.8% | +68.4% | +70.3% |
| 1Y | +161.7% | +25.7% | +135.9% | +133.5% |
| 3Y | +890.1% | +27.5% | +862.6% | +761.7% |
| 5Y | +832.4% | +41.3% | +791.2% | +669.1% |
| All | +1,124.0% | +135.2% | +988.8% | +750.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling