+884.2%
TSEM vs QS
-47.4%
+931.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.9% |
| 7D | +0.9% | -5.0% | +5.9% | +1.4% |
| 30D | -16.6% | -18.3% | +1.7% | -15.1% |
| 3M | -10.9% | -26.0% | +15.1% | -8.5% |
| 6M | +78.0% | -24.0% | +102.1% | +82.7% |
| YTD | +77.2% | -50.3% | +127.5% | +87.1% |
| 1Y | +207.6% | -38.0% | +245.5% | +217.4% |
| 3Y | +637.8% | -24.6% | +662.4% | +621.1% |
| 5Y | +617.0% | -75.4% | +692.4% | +617.5% |
| All | +884.2% | -47.4% | +931.7% | +940.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling