+1,450.1%
QLD vs TSEM
+839.5%
+610.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.3% |
| 7D | -3.8% | -9.5% | +5.7% | +0.8% |
| 30D | -20.5% | -35.5% | +14.9% | -2.5% |
| 3M | -14.6% | -41.6% | +26.9% | +7.9% |
| 6M | -14.7% | -30.1% | +15.4% | -8.4% |
| YTD | +11.2% | +25.7% | -14.5% | -19.1% |
| 1Y | +7.1% | +50.5% | -43.4% | -30.5% |
| 3Y | +141.1% | +501.7% | -360.6% | -36.4% |
| 5Y | +84.3% | +310.9% | -226.6% | -40.9% |
| 10Y | +1,450.1% | +849.8% | +600.3% | +188.9% |
| All | +1,450.1% | +839.5% | +610.5% | +188.9% |
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