+121.0%
QLD vs TSN
-22.4%
+143.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.6% | -6.3% | +6.9% | +2.0% |
| 30D | -0.1% | -10.8% | +10.7% | +2.6% |
| 3M | -8.4% | -8.8% | +0.4% | -7.0% |
| 6M | +32.2% | -16.8% | +49.0% | +37.3% |
| YTD | +28.9% | -10.0% | +38.9% | +30.0% |
| 1Y | +43.8% | -5.3% | +49.1% | +42.0% |
| 3Y | +176.6% | +8.5% | +168.1% | +146.7% |
| All | +121.0% | -22.4% | +143.4% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling