-9.9%
TYL vs QSR
+23.8%
-33.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +1.1% |
| 7D | +17.3% | +5.2% | +12.1% | +13.3% |
| 30D | +28.9% | +12.2% | +16.7% | +19.4% |
| 3M | +35.1% | +7.0% | +28.0% | +28.6% |
| 6M | +29.3% | -0.3% | +29.6% | +28.9% |
| YTD | -6.8% | +18.0% | -24.8% | -18.9% |
| 1Y | -9.9% | +22.6% | -32.5% | -23.1% |
| All | -9.9% | +23.8% | -33.7% | -23.1% |
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