+199.5%
TSCO vs QLD
+1,636.2%
-1,436.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +1.7% | +3.0% | -1.3% | +0.9% |
| 30D | +2.8% | -1.8% | +4.6% | +3.2% |
| 3M | +17.9% | -1.8% | +19.7% | +17.4% |
| 6M | -28.6% | +36.9% | -65.5% | -35.6% |
| YTD | -28.0% | +28.7% | -56.7% | -34.2% |
| 1Y | -39.9% | +41.9% | -81.7% | -46.8% |
| 3Y | -14.0% | +184.2% | -198.2% | -40.4% |
| 5Y | -2.9% | +122.1% | -125.0% | -32.1% |
| 10Y | +199.5% | +1,646.5% | -1,447.0% | +18.9% |
| All | +199.5% | +1,636.2% | -1,436.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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