+8.4%
QLD vs TSN
+11.8%
-3.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.9% |
| 7D | -1.4% | +4.9% | -6.3% | -0.4% |
| 30D | -19.6% | +12.1% | -31.6% | -17.6% |
| 3M | -14.1% | +4.1% | -18.3% | -13.0% |
| 6M | -13.6% | -10.9% | -2.7% | -11.5% |
| YTD | +12.5% | +4.8% | +7.7% | +12.8% |
| All | +8.4% | +11.8% | -3.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling