+224.7%
TSM vs QLD
+61.4%
+163.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -12.7% | +2.0% | -3.3% |
| 7D | -18.2% | -18.6% | +0.3% | -7.7% |
| 30D | -26.8% | -28.3% | +1.5% | -11.0% |
| 3M | -14.5% | -20.4% | +5.9% | -2.3% |
| 6M | -10.0% | -14.3% | +4.3% | -1.4% |
| YTD | +17.1% | +2.8% | +14.3% | +15.7% |
| 1Y | +21.5% | -1.2% | +22.7% | +22.6% |
| 3Y | +300.4% | +135.3% | +165.1% | +157.7% |
| 5Y | +224.7% | +62.6% | +162.1% | +132.1% |
| All | +224.7% | +61.4% | +163.3% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling