+1,410.4%
TSM vs QLD
+1,375.1%
+35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.0% |
| 7D | -7.6% | -10.3% | +2.7% | -2.0% |
| 30D | -20.5% | -26.1% | +5.6% | -6.7% |
| 3M | -10.0% | -17.8% | +7.8% | -0.2% |
| 6M | -10.1% | -15.6% | +5.5% | -1.5% |
| YTD | +24.5% | +5.4% | +19.1% | +21.8% |
| 1Y | +31.2% | +5.2% | +25.9% | +28.3% |
| 3Y | +322.0% | +139.4% | +182.5% | +175.7% |
| 5Y | +245.3% | +66.7% | +178.5% | +148.7% |
| All | +1,410.4% | +1,375.1% | +35.3% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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