+558.6%
QQQ vs TSN
-4.9%
+563.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -0.6% | +3.0% | -3.6% | -1.1% |
| 30D | -1.2% | -4.2% | +3.0% | -0.5% |
| 3M | -0.2% | -3.9% | +3.7% | +0.2% |
| 6M | +17.9% | -9.8% | +27.8% | +19.4% |
| YTD | +16.6% | -7.3% | +23.9% | +17.3% |
| 1Y | +23.0% | -2.2% | +25.2% | +22.1% |
| 3Y | +92.9% | +11.9% | +81.1% | +83.1% |
| 5Y | +95.6% | -16.9% | +112.5% | +98.0% |
| All | +558.6% | -4.9% | +563.5% | +516.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling