+9,127.5%
QLD vs TSN
+407.4%
+8,720.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +0.6% | -6.3% | +6.9% | +3.6% |
| 30D | -0.1% | -10.8% | +10.7% | +5.3% |
| 3M | -8.4% | -8.8% | +0.4% | -5.5% |
| 6M | +32.2% | -16.8% | +49.0% | +41.6% |
| YTD | +28.9% | -10.0% | +38.9% | +32.1% |
| 1Y | +43.8% | -5.3% | +49.1% | +42.6% |
| 3Y | +176.6% | +8.5% | +168.1% | +145.2% |
| 5Y | +121.6% | -22.9% | +144.5% | +133.7% |
| 10Y | +1,652.9% | -12.6% | +1,665.5% | +1,495.8% |
| All | +9,127.5% | +407.4% | +8,720.1% | +2,315.3% |
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