+951.8%
TSEM vs QS
-44.4%
+996.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.3% | +7.8% |
| 7D | +6.9% | -2.3% | +9.2% | +7.1% |
| 30D | +5.3% | -0.7% | +6.0% | +5.5% |
| 3M | -14.9% | -39.6% | +24.7% | -11.1% |
| 6M | +80.0% | -21.7% | +101.7% | +84.2% |
| YTD | +89.4% | -47.4% | +136.8% | +99.0% |
| 1Y | +253.1% | -28.4% | +281.5% | +259.8% |
| 3Y | +642.1% | -22.6% | +664.7% | +622.8% |
| 5Y | +659.1% | -75.6% | +734.7% | +656.3% |
| All | +951.8% | -44.4% | +996.1% | +1,005.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling