+139.4%
QLD vs TSN
+42.3%
+97.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.5% |
| 7D | -10.3% | +4.6% | -14.9% | -10.0% |
| 30D | -26.1% | +15.4% | -41.5% | -25.4% |
| 3M | -17.8% | +2.9% | -20.7% | -17.4% |
| 6M | -15.6% | -10.8% | -4.8% | -14.6% |
| YTD | +5.4% | +4.5% | +0.9% | +5.7% |
| 1Y | +5.2% | +19.5% | -14.3% | +4.7% |
| 3Y | +139.4% | +42.2% | +97.2% | +126.9% |
| All | +139.4% | +42.3% | +97.1% | +126.9% |
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