+1,675.0%
TTMI vs QSR
+206.0%
+1,469.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.4% |
| 7D | +7.5% | -2.4% | +9.8% | +8.3% |
| 30D | -4.5% | +5.7% | -10.2% | -6.5% |
| 3M | -28.5% | +6.9% | -35.5% | -31.0% |
| 6M | +28.4% | +6.9% | +21.5% | +23.4% |
| YTD | +80.1% | +14.9% | +65.2% | +67.3% |
| 1Y | +161.0% | +29.1% | +131.9% | +130.4% |
| 3Y | +862.4% | +26.1% | +836.3% | +742.4% |
| 5Y | +812.9% | +42.3% | +770.6% | +654.2% |
| 10Y | +1,094.7% | +134.0% | +960.7% | +663.8% |
| All | +1,675.0% | +206.0% | +1,469.0% | +939.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling