+890.1%
TTMI vs QSR
+25.8%
+864.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.7% | +3.3% |
| 7D | +0.7% | -4.0% | +4.7% | +0.7% |
| 30D | -8.4% | +2.8% | -11.2% | -8.7% |
| 3M | -32.5% | +5.1% | -37.6% | -32.8% |
| 6M | +32.5% | +8.8% | +23.7% | +31.0% |
| YTD | +83.2% | +14.8% | +68.4% | +78.8% |
| 1Y | +161.7% | +25.7% | +135.9% | +147.8% |
| 3Y | +890.1% | +27.5% | +862.6% | +818.5% |
| All | +890.1% | +25.8% | +864.3% | +818.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling