+133.5%
QLD vs TSN
+43.3%
+90.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.1% | -12.9% | -12.7% |
| 7D | -18.6% | +6.9% | -25.4% | -18.2% |
| 30D | -28.3% | +15.7% | -43.9% | -27.6% |
| 3M | -20.4% | +4.3% | -24.6% | -20.0% |
| 6M | -14.3% | -10.6% | -3.7% | -13.2% |
| YTD | +2.8% | +5.2% | -2.5% | +3.1% |
| 1Y | -1.2% | +18.7% | -19.9% | -1.7% |
| All | +133.5% | +43.3% | +90.2% | +121.4% |
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