-57.5%
QS vs TSN
-11.3%
-46.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -5.1% |
| 7D | -14.0% | -1.4% | -12.6% | -14.0% |
| 30D | -6.4% | +8.5% | -14.8% | -5.6% |
| 3M | -40.3% | +5.3% | -45.5% | -40.1% |
| 6M | -57.5% | -10.5% | -47.0% | -59.1% |
| All | -57.5% | -11.3% | -46.2% | -59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling