+668.0%
TSEM vs QID
-73.9%
+741.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.1% |
| 7D | +4.7% | -1.9% | +6.6% | +3.2% |
| 30D | -14.2% | +1.7% | -16.0% | -12.7% |
| 3M | -5.0% | -3.9% | -1.1% | -2.2% |
| 6M | +87.6% | -30.0% | +117.6% | +61.7% |
| YTD | +84.4% | -28.2% | +112.7% | +63.8% |
| 1Y | +235.4% | -35.6% | +271.1% | +186.5% |
| All | +668.0% | -73.9% | +741.8% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling