+161.7%
TTMI vs QSR
+28.6%
+133.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.7% | +3.7% |
| 7D | +0.7% | -4.0% | +4.7% | -1.5% |
| 30D | -8.4% | +2.8% | -11.2% | -7.2% |
| 3M | -32.5% | +5.1% | -37.6% | -30.1% |
| 6M | +32.5% | +8.8% | +23.7% | +40.5% |
| YTD | +83.2% | +14.8% | +68.4% | +100.1% |
| 1Y | +161.7% | +25.7% | +135.9% | +173.5% |
| All | +161.7% | +28.6% | +133.1% | +173.5% |
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