+1,628.2%
QLD vs TSN
-11.8%
+1,640.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.6% | -6.3% | +6.9% | +2.8% |
| 30D | -0.1% | -10.8% | +10.7% | +3.9% |
| 3M | -8.4% | -8.8% | +0.4% | -6.2% |
| 6M | +32.2% | -16.8% | +49.0% | +39.4% |
| YTD | +28.9% | -10.0% | +38.9% | +31.2% |
| 1Y | +43.8% | -5.3% | +49.1% | +42.6% |
| 3Y | +176.6% | +8.5% | +168.1% | +149.4% |
| 5Y | +121.6% | -22.9% | +144.5% | +135.0% |
| All | +1,628.2% | -11.8% | +1,640.1% | +1,532.8% |
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