+1,779.8%
TSM vs QSR
+135.2%
+1,644.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.0% | -4.0% | +5.0% | +2.4% |
| 30D | +1.0% | +2.8% | -1.8% | -0.1% |
| 3M | +2.9% | +5.1% | -2.2% | +0.6% |
| 6M | +22.8% | +8.8% | +14.0% | +17.8% |
| YTD | +43.3% | +14.8% | +28.5% | +34.3% |
| 1Y | +69.2% | +25.7% | +43.5% | +52.6% |
| 3Y | +404.5% | +27.5% | +377.0% | +343.7% |
| 5Y | +282.2% | +41.3% | +240.9% | +219.1% |
| All | +1,779.8% | +135.2% | +1,644.6% | +1,129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling