+290.7%
TSM vs QID
-80.7%
+371.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.5% |
| 7D | +6.0% | -2.7% | +8.8% | +4.4% |
| 30D | +4.5% | +1.8% | +2.7% | +5.9% |
| 3M | +3.1% | -2.2% | +5.3% | +5.1% |
| 6M | +30.2% | -32.1% | +62.3% | +10.7% |
| YTD | +45.2% | -28.6% | +73.8% | +28.3% |
| 1Y | +79.6% | -36.3% | +115.9% | +51.7% |
| 3Y | +411.0% | -74.4% | +485.4% | +221.6% |
| 5Y | +290.7% | -80.8% | +371.5% | +158.0% |
| All | +290.7% | -80.7% | +371.4% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling