+142.5%
QLD vs TSN
+45.5%
+97.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.1% |
| 7D | -3.8% | +5.8% | -9.6% | -3.4% |
| 30D | -20.5% | +12.8% | -33.4% | -19.9% |
| 3M | -14.6% | +6.5% | -21.1% | -14.1% |
| 6M | -14.7% | -10.3% | -4.4% | -13.6% |
| YTD | +11.2% | +5.5% | +5.7% | +11.6% |
| 1Y | +7.1% | +15.8% | -8.7% | +6.9% |
| All | +142.5% | +45.5% | +97.1% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling