+650.1%
TSEM vs QSR
+25.8%
+624.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.6% |
| 7D | -4.9% | -4.0% | -0.9% | -4.5% |
| 30D | -18.7% | +2.8% | -21.5% | -19.0% |
| 3M | -18.1% | +5.1% | -23.2% | -18.8% |
| 6M | +77.1% | +8.8% | +68.3% | +73.8% |
| YTD | +80.1% | +14.8% | +65.3% | +73.9% |
| 1Y | +220.4% | +25.7% | +194.7% | +199.0% |
| 3Y | +650.1% | +27.5% | +622.5% | +581.4% |
| All | +650.1% | +25.8% | +624.3% | +581.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling