+1,459.7%
TSEM vs QSR
+203.9%
+1,255.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | +0.9% | -4.7% | +5.6% | +2.5% |
| 30D | -16.6% | +4.3% | -20.9% | -17.9% |
| 3M | -10.9% | +5.4% | -16.4% | -13.3% |
| 6M | +78.0% | +8.2% | +69.9% | +71.0% |
| YTD | +77.2% | +14.1% | +63.1% | +66.1% |
| 1Y | +207.6% | +28.1% | +179.5% | +175.2% |
| 3Y | +637.8% | +25.3% | +612.6% | +556.4% |
| 5Y | +617.0% | +40.4% | +576.6% | +502.4% |
| 10Y | +1,270.7% | +132.4% | +1,138.3% | +827.9% |
| All | +1,459.7% | +203.9% | +1,255.9% | +899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling