+279.2%
TYL vs QSR
+207.3%
+71.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.3% |
| 7D | +0.5% | -2.2% | +2.7% | +1.3% |
| 30D | +25.2% | +7.8% | +17.4% | +22.3% |
| 3M | +31.8% | +5.5% | +26.3% | +29.5% |
| 6M | +36.3% | -0.2% | +36.5% | +36.3% |
| YTD | -6.3% | +15.4% | -21.7% | -10.2% |
| 1Y | -9.5% | +15.3% | -24.8% | -13.3% |
| 3Y | +1.6% | +23.7% | -22.1% | -5.9% |
| 5Y | -21.8% | +60.4% | -82.1% | -32.9% |
| 10Y | +183.3% | +142.2% | +41.1% | +106.5% |
| All | +279.2% | +207.3% | +71.9% | +160.8% |
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 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