-75.2%
QS vs TSN
-19.7%
-55.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.3% |
| 7D | -4.2% | -7.3% | +3.1% | -1.9% |
| 30D | -15.7% | -8.6% | -7.0% | -13.3% |
| 3M | -28.7% | -7.5% | -21.2% | -27.3% |
| 6M | -23.2% | -14.1% | -9.1% | -20.2% |
| YTD | -49.9% | -9.4% | -40.5% | -49.1% |
| 1Y | -38.8% | -4.1% | -34.7% | -39.7% |
| 3Y | -24.0% | +10.3% | -34.4% | -34.1% |
| All | -75.2% | -19.7% | -55.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling