+220.4%
TSCO vs QLD
+1,387.1%
-1,166.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +6.8% | -3.8% | +10.6% | +7.6% |
| 30D | +11.3% | -20.5% | +31.8% | +17.2% |
| 3M | +9.1% | -14.6% | +23.7% | +12.5% |
| 6M | +24.2% | -14.7% | +38.9% | +26.6% |
| YTD | -23.5% | +11.2% | -34.7% | -28.1% |
| 1Y | -30.8% | +7.1% | -37.9% | -34.3% |
| 3Y | +0.1% | +141.1% | -141.0% | -28.3% |
| 5Y | -5.3% | +84.3% | -89.6% | -31.1% |
| 10Y | +220.4% | +1,450.1% | -1,229.7% | +26.8% |
| All | +220.4% | +1,387.1% | -1,166.8% | +26.8% |
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