+84.4%
TSM vs QID
-38.2%
+122.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.6% |
| 7D | +2.7% | -0.6% | +3.4% | +2.3% |
| 30D | +3.6% | 0.0% | +3.6% | +4.0% |
| 3M | -3.4% | +3.7% | -7.1% | +4.1% |
| 6M | +20.6% | -29.9% | +50.5% | -1.9% |
| YTD | +41.9% | -28.8% | +70.6% | +18.1% |
| 1Y | +84.4% | -37.2% | +121.5% | +54.0% |
| All | +84.4% | -38.2% | +122.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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