+95.7%
QQQ vs TSEM
+617.3%
-521.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -0.6% | -4.9% | +4.3% | +0.4% |
| 30D | -1.2% | -18.7% | +17.5% | +2.7% |
| 3M | -0.2% | -18.1% | +17.9% | +1.9% |
| 6M | +17.9% | +77.1% | -59.2% | -0.9% |
| YTD | +16.6% | +80.1% | -63.5% | -3.5% |
| 1Y | +23.0% | +220.4% | -197.4% | -12.8% |
| 3Y | +92.9% | +650.1% | -557.1% | +6.9% |
| All | +95.7% | +617.3% | -521.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling