+66.2%
TSM vs QID
-33.5%
+99.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | +0.1% |
| 7D | +2.6% | +2.7% | -0.1% | +4.9% |
| 30D | +1.4% | +3.3% | -1.9% | +4.4% |
| 3M | +5.0% | -5.5% | +10.5% | +4.5% |
| 6M | +24.0% | -28.4% | +52.4% | +2.3% |
| YTD | +41.6% | -26.6% | +68.1% | +20.6% |
| 1Y | +66.2% | -34.1% | +100.3% | +33.9% |
| All | +66.2% | -33.5% | +99.6% | +33.9% |
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