-43.7%
TSCO vs QLD
+38.3%
-82.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.6% |
| 7D | -5.7% | -1.2% | -4.4% | -5.6% |
| 30D | -8.8% | -3.0% | -5.8% | -8.7% |
| 3M | +6.3% | -2.8% | +9.1% | +6.4% |
| 6M | -32.3% | +32.0% | -64.3% | -34.8% |
| YTD | -32.7% | +27.3% | -60.0% | -35.1% |
| 1Y | -43.7% | +37.9% | -81.6% | -47.0% |
| All | -43.7% | +38.3% | -82.0% | -47.0% |
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