+1,520.2%
QLD vs TSEM
+920.4%
+599.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.6% | -3.0% | +0.9% |
| 7D | -1.2% | +6.8% | -8.0% | -4.2% |
| 30D | -15.7% | -26.6% | +10.9% | -2.9% |
| 3M | -10.0% | -36.3% | +26.3% | +9.0% |
| 6M | -11.2% | -30.6% | +19.4% | -3.8% |
| YTD | +16.4% | +35.3% | -18.9% | -18.4% |
| 1Y | +12.7% | +59.2% | -46.6% | -28.8% |
| 3Y | +152.3% | +547.7% | -395.4% | -36.0% |
| 5Y | +91.8% | +337.5% | -245.8% | -40.4% |
| 10Y | +1,520.2% | +887.4% | +632.9% | +190.8% |
| All | +1,520.2% | +920.4% | +599.9% | +190.8% |
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