+1,569.6%
QQQ vs TSEM
+102.1%
+1,467.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.5% | +10.4% | -8.9% | -0.1% |
| 30D | -0.6% | -12.9% | +12.3% | +1.3% |
| 3M | +0.4% | -9.2% | +9.6% | +0.5% |
| 6M | +20.1% | +98.8% | -78.7% | +4.7% |
| YTD | +17.2% | +87.2% | -70.0% | +2.6% |
| 1Y | +24.7% | +239.0% | -214.3% | -1.1% |
| 3Y | +96.2% | +679.5% | -583.3% | +34.6% |
| 5Y | +94.4% | +667.3% | -572.9% | +32.1% |
| 10Y | +556.7% | +1,301.0% | -744.3% | +299.8% |
| All | +1,569.6% | +102.1% | +1,467.4% | +1,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling