+8,718.1%
TSM vs QID
-100.0%
+8,818.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.6% |
| 7D | +14.8% | -11.8% | +26.6% | +7.9% |
| 30D | -8.9% | +14.2% | -23.1% | -0.2% |
| 3M | -5.3% | +8.8% | -14.0% | +1.9% |
| 6M | +2.6% | +1.5% | +1.1% | +10.2% |
| YTD | +34.5% | -23.8% | +58.3% | +27.8% |
| 1Y | +41.0% | -22.0% | +63.0% | +36.5% |
| 3Y | +333.1% | -71.9% | +405.0% | +195.6% |
| 5Y | +270.1% | -77.6% | +347.7% | +176.2% |
| 10Y | +1,608.7% | -99.1% | +1,707.7% | +262.9% |
| All | +8,718.1% | -100.0% | +8,818.0% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling