+82.1%
QLD vs TSEM
+297.9%
-215.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.9% | +4.5% | +0.3% |
| 7D | +7.0% | +7.0% | 0.0% | +4.0% |
| 30D | -14.3% | -29.8% | +15.5% | -2.2% |
| 3M | -16.0% | -41.9% | +25.9% | +1.9% |
| 6M | -14.2% | -45.8% | +31.5% | +3.4% |
| YTD | +12.8% | +25.1% | -12.3% | -11.8% |
| 1Y | +14.1% | +48.2% | -34.2% | -18.5% |
| 3Y | +146.0% | +476.5% | -330.5% | -15.0% |
| All | +82.1% | +297.9% | -215.8% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling