+447.0%
TSM vs QS
-54.8%
+501.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.3% |
| 7D | -2.1% | +8.0% | -10.1% | -2.7% |
| 30D | -12.5% | -2.8% | -9.7% | -12.4% |
| 3M | -5.0% | -28.1% | +23.1% | -2.3% |
| 6M | -3.2% | -41.0% | +37.8% | +1.0% |
| YTD | +31.5% | -57.3% | +88.8% | +40.1% |
| 1Y | +35.7% | -72.7% | +108.4% | +49.4% |
| 3Y | +323.5% | -18.6% | +342.1% | +307.9% |
| 5Y | +263.4% | -87.0% | +350.4% | +268.4% |
| All | +447.0% | -54.8% | +501.8% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling