+215.2%
TSEM vs QS
-37.9%
+253.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.7% |
| 7D | +0.9% | -5.0% | +5.9% | +2.5% |
| 30D | -16.6% | -18.3% | +1.7% | -11.1% |
| 3M | -10.9% | -26.0% | +15.1% | -2.9% |
| 6M | +78.0% | -24.0% | +102.1% | +94.0% |
| YTD | +77.2% | -50.3% | +127.5% | +103.8% |
| All | +215.2% | -37.9% | +253.1% | +275.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling