+1,675.6%
TSCO vs QLD
+8,147.0%
-6,471.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.7% | -3.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.3% |
| 30D | +9.8% | -15.7% | +25.5% | +15.1% |
| 3M | +4.8% | -10.0% | +14.9% | +7.1% |
| 6M | +23.3% | -11.2% | +34.5% | +24.5% |
| YTD | -25.1% | +16.4% | -41.4% | -31.8% |
| 1Y | -32.7% | +12.7% | -45.4% | -38.3% |
| 3Y | -2.0% | +152.3% | -154.3% | -36.5% |
| 5Y | -7.8% | +91.8% | -99.6% | -38.9% |
| 10Y | +203.2% | +1,520.2% | -1,317.1% | -26.6% |
| All | +1,675.6% | +8,147.0% | -6,471.5% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling