+1,502.1%
QLD vs TSN
+14.5%
+1,487.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.2% |
| 7D | +7.0% | -1.4% | +8.4% | +7.6% |
| 30D | -14.3% | +8.5% | -22.8% | -17.1% |
| 3M | -16.0% | +5.3% | -21.3% | -18.1% |
| 6M | -14.2% | -10.5% | -3.7% | -11.7% |
| YTD | +12.8% | +3.0% | +9.8% | +8.8% |
| 1Y | +14.1% | +12.1% | +1.9% | +6.0% |
| 3Y | +146.0% | +43.1% | +102.8% | +96.5% |
| 5Y | +82.0% | -15.1% | +97.1% | +86.7% |
| All | +1,502.1% | +14.5% | +1,487.7% | +1,281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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