+1,628.2%
QLD vs TSEM
+1,298.4%
+329.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.5% | -3.6% |
| 7D | +0.6% | +6.9% | -6.3% | -3.0% |
| 30D | -0.1% | +5.3% | -5.4% | -4.2% |
| 3M | -8.4% | -14.9% | +6.6% | -5.2% |
| 6M | +32.2% | +80.0% | -47.8% | -15.2% |
| YTD | +28.9% | +89.4% | -60.5% | -21.8% |
| 1Y | +43.8% | +253.1% | -209.3% | -41.0% |
| 3Y | +176.6% | +642.1% | -465.5% | -31.7% |
| 5Y | +121.6% | +659.1% | -537.5% | -48.8% |
| All | +1,628.2% | +1,298.4% | +329.9% | +143.9% |
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