+299.0%
TSEM vs QID
-76.9%
+375.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.6% | -5.6% |
| 7D | +7.0% | -7.1% | +14.1% | +3.6% |
| 30D | -29.8% | +12.6% | -42.4% | -22.8% |
| 3M | -41.9% | +14.2% | -56.2% | -34.8% |
| 6M | -45.8% | +6.2% | -51.9% | -38.4% |
| YTD | +25.1% | -21.8% | +46.9% | +27.4% |
| 1Y | +48.2% | -23.1% | +71.4% | +51.0% |
| 3Y | +476.5% | -71.3% | +547.8% | +378.7% |
| All | +299.0% | -76.9% | +375.9% | +295.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling