+7,256.1%
QLD vs TSN
+493.1%
+6,763.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.1% | -12.9% | -12.8% |
| 7D | -18.6% | +6.9% | -25.4% | -21.3% |
| 30D | -28.3% | +15.7% | -43.9% | -33.6% |
| 3M | -20.4% | +4.3% | -24.6% | -22.7% |
| 6M | -14.3% | -10.6% | -3.7% | -11.2% |
| YTD | +2.8% | +5.2% | -2.5% | -3.1% |
| 1Y | -1.2% | +18.7% | -19.9% | -12.7% |
| 3Y | +135.3% | +41.8% | +93.5% | +81.3% |
| 5Y | +62.6% | -13.6% | +76.1% | +61.8% |
| 10Y | +1,384.3% | +16.2% | +1,368.1% | +1,060.4% |
| All | +7,256.1% | +493.1% | +6,763.0% | +1,672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling