+63.0%
QLD vs TSN
-13.9%
+76.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.1% | -12.9% | -12.8% |
| 7D | -18.6% | +6.9% | -25.4% | -19.8% |
| 30D | -28.3% | +15.7% | -43.9% | -30.9% |
| 3M | -20.4% | +4.3% | -24.6% | -21.4% |
| 6M | -14.3% | -10.6% | -3.7% | -11.7% |
| YTD | +2.8% | +5.2% | -2.5% | -0.4% |
| 1Y | -1.2% | +18.7% | -19.9% | -8.5% |
| 3Y | +135.3% | +41.8% | +93.5% | +89.0% |
| All | +63.0% | -13.9% | +76.9% | +93.4% |
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 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