+1,418.0%
QLD vs TSEM
+879.4%
+538.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.9% | -4.1% | +1.4% |
| 7D | -1.4% | -2.0% | +0.5% | -0.8% |
| 30D | -19.6% | -33.4% | +13.8% | -2.8% |
| 3M | -14.1% | -39.7% | +25.5% | +6.9% |
| 6M | -13.6% | -27.8% | +14.2% | -8.7% |
| YTD | +12.5% | +29.7% | -17.2% | -19.3% |
| 1Y | +13.1% | +81.1% | -68.0% | -34.5% |
| 3Y | +154.7% | +529.3% | -374.6% | -34.4% |
| 5Y | +81.1% | +315.0% | -233.9% | -42.1% |
| 10Y | +1,418.0% | +865.7% | +552.3% | +172.2% |
| All | +1,418.0% | +879.4% | +538.6% | +172.2% |
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