+617.0%
TSEM vs QID
-80.2%
+697.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.2% | -2.8% |
| 7D | +0.9% | +2.7% | -1.8% | +2.4% |
| 30D | -16.6% | +3.3% | -20.0% | -14.9% |
| 3M | -10.9% | -5.5% | -5.4% | -9.4% |
| 6M | +78.0% | -28.4% | +106.4% | +64.5% |
| YTD | +77.2% | -26.6% | +103.8% | +67.1% |
| 1Y | +207.6% | -34.1% | +241.7% | +183.2% |
| 3Y | +637.8% | -73.7% | +711.5% | +463.2% |
| 5Y | +617.0% | -80.7% | +697.7% | +517.1% |
| All | +617.0% | -80.2% | +697.2% | +517.1% |
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