+1,351.8%
QLD vs TSEM
+779.3%
+572.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +0.1% |
| 7D | -10.3% | -17.5% | +7.2% | -1.6% |
| 30D | -26.1% | -44.7% | +18.6% | -2.1% |
| 3M | -17.8% | -38.9% | +21.1% | +1.3% |
| 6M | -15.6% | -36.7% | +21.1% | -4.6% |
| YTD | +5.4% | +17.0% | -11.6% | -20.5% |
| 1Y | +5.2% | +62.8% | -57.6% | -35.7% |
| 3Y | +139.4% | +471.3% | -331.8% | -35.4% |
| 5Y | +66.7% | +290.3% | -223.6% | -45.4% |
| All | +1,351.8% | +779.3% | +572.6% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling