+31.2%
TSM vs QLD
+1.8%
+29.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +4.3% |
| 7D | -7.6% | -10.3% | +2.7% | +0.5% |
| 30D | -20.5% | -26.1% | +5.6% | +0.2% |
| 3M | -10.0% | -17.8% | +7.8% | +4.2% |
| 6M | -10.1% | -15.6% | +5.5% | +1.6% |
| YTD | +24.5% | +5.4% | +19.1% | +17.8% |
| 1Y | +31.2% | +5.2% | +25.9% | +24.2% |
| All | +31.2% | +1.8% | +29.4% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling