+1,542.6%
QLD vs TSN
+15.3%
+1,527.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +12.5% | -1.4% | +13.9% | +13.1% |
| 30D | -15.7% | +10.2% | -25.9% | -18.9% |
| 3M | -11.9% | +7.2% | -19.1% | -14.7% |
| 6M | -10.3% | -10.6% | +0.3% | -7.5% |
| YTD | +15.6% | +3.7% | +11.9% | +11.2% |
| 1Y | +12.1% | +13.5% | -1.3% | +3.7% |
| 3Y | +150.7% | +40.1% | +110.6% | +102.5% |
| 5Y | +86.6% | -14.5% | +101.1% | +90.9% |
| All | +1,542.6% | +15.3% | +1,527.2% | +1,312.8% |
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