+12.7%
QLD vs TSEM
+60.1%
-47.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.6% | -3.0% | +2.3% |
| 7D | -1.2% | +6.8% | -8.0% | -3.0% |
| 30D | -15.7% | -26.6% | +10.9% | -8.6% |
| 3M | -10.0% | -36.3% | +26.3% | +0.6% |
| 6M | -11.2% | -30.6% | +19.4% | -4.5% |
| YTD | +16.4% | +35.3% | -18.9% | +2.5% |
| 1Y | +12.7% | +59.2% | -46.6% | -7.2% |
| All | +12.7% | +60.1% | -47.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling