-30.9%
TSCO vs QLD
+9.9%
-40.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +3.0% |
| 7D | +5.9% | -1.4% | +7.4% | +5.8% |
| 30D | +11.0% | -19.6% | +30.6% | +10.7% |
| 3M | +9.0% | -14.1% | +23.1% | +8.6% |
| 6M | +23.9% | -13.6% | +37.5% | +23.0% |
| YTD | -23.7% | +12.5% | -36.3% | -27.0% |
| All | -30.9% | +9.9% | -40.8% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling