-62.8%
QS vs TSN
+11.6%
-74.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -5.0% |
| 7D | -14.0% | -1.4% | -12.6% | -13.6% |
| 30D | -6.4% | +8.5% | -14.8% | -8.3% |
| 3M | -40.3% | +5.3% | -45.5% | -41.1% |
| 6M | -57.5% | -10.5% | -47.0% | -56.3% |
| YTD | -64.7% | +3.0% | -67.6% | -65.4% |
| 1Y | -72.9% | +12.1% | -85.0% | -74.2% |
| 3Y | -33.5% | +43.1% | -76.6% | -44.8% |
| 5Y | -90.5% | -15.1% | -75.4% | -90.1% |
| All | -62.8% | +11.6% | -74.4% | -66.1% |
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