-46.7%
QS vs TSN
+0.5%
-47.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -3.6% | +3.0% | -6.7% | -4.4% |
| 30D | -17.2% | -4.2% | -13.1% | -16.4% |
| 3M | -27.0% | -3.9% | -23.1% | -26.5% |
| 6M | -24.6% | -9.8% | -14.7% | -23.2% |
| YTD | -49.3% | -7.3% | -42.1% | -49.0% |
| 1Y | -40.3% | -2.2% | -38.1% | -41.2% |
| 3Y | -23.8% | +11.9% | -35.7% | -31.0% |
| 5Y | -75.0% | -16.9% | -58.0% | -73.1% |
| All | -46.7% | +0.5% | -47.1% | -50.0% |
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