+91.8%
QLD vs TSEM
+335.9%
-244.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.6% | -3.0% | +1.6% |
| 7D | -1.2% | +6.8% | -8.0% | -3.6% |
| 30D | -15.7% | -26.6% | +10.9% | -5.5% |
| 3M | -10.0% | -36.3% | +26.3% | +5.2% |
| 6M | -11.2% | -30.6% | +19.4% | -4.3% |
| YTD | +16.4% | +35.3% | -18.9% | -11.8% |
| 1Y | +12.7% | +59.2% | -46.6% | -21.8% |
| 3Y | +152.3% | +547.7% | -395.4% | -17.0% |
| 5Y | +91.8% | +337.5% | -245.8% | -17.6% |
| All | +91.8% | +335.9% | -244.1% | -17.6% |
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