+227.5%
TSCO vs QLD
+1,470.2%
-1,242.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +1.2% |
| 7D | +5.9% | -1.4% | +7.4% | +6.0% |
| 30D | +11.0% | -19.6% | +30.6% | +16.5% |
| 3M | +9.0% | -14.1% | +23.1% | +12.2% |
| 6M | +23.9% | -13.6% | +37.5% | +25.9% |
| YTD | -23.7% | +12.5% | -36.3% | -28.5% |
| 1Y | -29.4% | +13.1% | -42.6% | -34.1% |
| 3Y | +1.6% | +154.7% | -153.1% | -28.3% |
| 5Y | -7.1% | +81.1% | -88.2% | -31.9% |
| 10Y | +227.5% | +1,418.0% | -1,190.5% | +35.3% |
| All | +227.5% | +1,470.2% | -1,242.7% | +35.3% |
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