+9,105.7%
TSM vs QLD
+9,036.4%
+69.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | +2.7% | +0.6% | +2.2% | +2.4% |
| 30D | +3.6% | -0.1% | +3.7% | +3.6% |
| 3M | -3.4% | -8.4% | +5.0% | +1.2% |
| 6M | +20.6% | +32.2% | -11.6% | +4.6% |
| YTD | +41.9% | +28.9% | +13.0% | +24.6% |
| 1Y | +84.4% | +43.8% | +40.5% | +53.1% |
| 3Y | +380.2% | +176.6% | +203.6% | +184.1% |
| 5Y | +275.3% | +121.6% | +153.8% | +129.3% |
| 10Y | +1,751.4% | +1,652.9% | +98.5% | +242.3% |
| All | +9,105.7% | +9,036.4% | +69.3% | +396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling