+1,815.4%
TSM vs QID
-99.1%
+1,914.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.6% |
| 7D | +4.8% | -1.9% | +6.7% | +3.7% |
| 30D | +4.0% | +1.7% | +2.3% | +5.2% |
| 3M | +2.0% | -3.9% | +5.9% | +2.9% |
| 6M | +25.5% | -30.0% | +55.5% | +10.1% |
| YTD | +44.0% | -28.2% | +72.2% | +29.2% |
| 1Y | +75.4% | -35.6% | +111.1% | +51.5% |
| 3Y | +406.7% | -74.3% | +481.0% | +229.5% |
| 5Y | +285.0% | -80.8% | +365.8% | +163.6% |
| 10Y | +1,815.4% | -99.2% | +1,914.5% | +308.7% |
| All | +1,815.4% | -99.1% | +1,914.5% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling