+253.1%
TSEM vs QSR
+33.2%
+219.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +8.0% | +7.8% |
| 7D | +6.9% | +2.4% | +4.4% | +8.0% |
| 30D | +5.3% | +7.6% | -2.3% | +8.5% |
| 3M | -14.9% | +12.6% | -27.5% | -10.6% |
| 6M | +80.0% | +14.4% | +65.7% | +91.0% |
| YTD | +89.4% | +19.6% | +69.7% | +104.8% |
| 1Y | +253.1% | +33.9% | +219.2% | +286.1% |
| All | +253.1% | +33.2% | +219.8% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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