+224.4%
TYL vs QSR
+218.5%
+5.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.7% | +2.4% | -6.1% | -4.4% |
| 30D | +18.7% | +7.6% | +11.1% | +15.9% |
| 3M | +18.1% | +12.6% | +5.5% | +13.9% |
| 6M | -1.1% | +14.4% | -15.5% | -5.3% |
| YTD | -19.8% | +19.6% | -39.4% | -24.1% |
| 1Y | -34.3% | +33.9% | -68.2% | -39.9% |
| 3Y | -8.2% | +27.1% | -35.3% | -15.8% |
| 5Y | -25.4% | +48.5% | -74.0% | -35.1% |
| 10Y | +115.6% | +126.2% | -10.6% | +60.2% |
| All | +224.4% | +218.5% | +5.9% | +120.6% |
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