+69.0%
TSM vs QS
-39.3%
+108.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | +0.7% |
| 7D | +4.8% | -4.2% | +9.0% | +5.8% |
| 30D | +4.0% | -15.7% | +19.7% | +8.0% |
| 3M | +2.0% | -28.7% | +30.7% | +9.0% |
| 6M | +25.5% | -23.2% | +48.7% | +32.1% |
| YTD | +44.0% | -49.9% | +93.9% | +59.7% |
| All | +69.0% | -39.3% | +108.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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