+8,416.8%
TSM vs QLD
+8,245.8%
+171.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -3.2% |
| 7D | -10.0% | -9.4% | -0.6% | -5.2% |
| 30D | -18.5% | -17.1% | -1.5% | -10.2% |
| 3M | -4.9% | -10.4% | +5.5% | +0.7% |
| 6M | -1.0% | +0.7% | -1.7% | -1.3% |
| YTD | +31.3% | +17.7% | +13.5% | +20.8% |
| 1Y | +36.0% | +14.7% | +21.3% | +26.8% |
| 3Y | +348.7% | +169.6% | +179.1% | +170.0% |
| 5Y | +264.0% | +86.7% | +177.3% | +143.1% |
| 10Y | +1,550.5% | +1,600.8% | -50.2% | +210.2% |
| All | +8,416.8% | +8,245.8% | +171.0% | +381.2% |
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 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