+93.3%
QQQ vs TSEM
+663.1%
-569.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.0% | +4.7% | -3.7% | 0.0% |
| 30D | -0.6% | -14.2% | +13.6% | +2.0% |
| 3M | +1.3% | -5.0% | +6.4% | +0.3% |
| 6M | +18.1% | +87.6% | -69.4% | -2.0% |
| YTD | +16.9% | +84.4% | -67.6% | -3.9% |
| 1Y | +24.0% | +235.4% | -211.4% | -14.4% |
| All | +93.3% | +663.1% | -569.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling