+9,127.5%
QLD vs TSEM
+915.3%
+8,212.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.5% | -2.0% |
| 7D | +0.6% | +6.9% | -6.3% | -1.5% |
| 30D | -0.1% | +5.3% | -5.4% | -2.3% |
| 3M | -8.4% | -14.9% | +6.6% | -5.8% |
| 6M | +32.2% | +80.0% | -47.8% | +5.9% |
| YTD | +28.9% | +89.4% | -60.5% | +0.7% |
| 1Y | +43.8% | +253.1% | -209.3% | -7.2% |
| 3Y | +176.6% | +642.1% | -465.5% | +42.5% |
| 5Y | +121.6% | +659.1% | -537.5% | +12.7% |
| 10Y | +1,652.9% | +1,291.4% | +361.5% | +679.5% |
| All | +9,127.5% | +915.3% | +8,212.2% | +3,574.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling