+650.1%
TSEM vs QS
-24.6%
+674.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.3% |
| 7D | -4.9% | -3.6% | -1.2% | -4.3% |
| 30D | -18.7% | -17.2% | -1.5% | -16.0% |
| 3M | -18.1% | -27.0% | +8.8% | -13.8% |
| 6M | +77.1% | -24.6% | +101.7% | +85.9% |
| YTD | +80.1% | -49.3% | +129.5% | +97.7% |
| 1Y | +220.4% | -40.3% | +260.7% | +239.7% |
| 3Y | +650.1% | -23.8% | +673.9% | +614.3% |
| All | +650.1% | -24.6% | +674.6% | +614.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling