+220.4%
TSEM vs QS
-36.7%
+257.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.0% |
| 7D | -4.9% | -3.6% | -1.2% | -3.8% |
| 30D | -18.7% | -17.2% | -1.5% | -13.7% |
| 3M | -18.1% | -27.0% | +8.8% | -10.6% |
| 6M | +77.1% | -24.6% | +101.7% | +92.6% |
| YTD | +80.1% | -49.3% | +129.5% | +105.9% |
| 1Y | +220.4% | -40.3% | +260.7% | +279.2% |
| All | +220.4% | -36.7% | +257.1% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded QS 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling