+8,229.2%
QLD vs TSN
+490.8%
+7,738.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -15.7% | +11.8% | -27.5% | -20.6% |
| 3M | -10.0% | +7.1% | -17.1% | -13.8% |
| 6M | -11.2% | -9.2% | -2.1% | -8.8% |
| YTD | +16.4% | +4.8% | +11.6% | +9.9% |
| 1Y | +12.7% | +11.6% | +1.0% | +2.8% |
| 3Y | +152.3% | +41.5% | +110.8% | +94.4% |
| 5Y | +91.8% | -15.5% | +107.3% | +93.3% |
| 10Y | +1,520.2% | +16.9% | +1,503.4% | +1,161.7% |
| All | +8,229.2% | +490.8% | +7,738.4% | +1,910.5% |
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