+2,508.6%
TSM vs QSR
+218.5%
+2,290.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | +2.4% | +0.3% | +1.9% |
| 30D | +3.6% | +7.6% | -4.0% | +1.1% |
| 3M | -3.4% | +12.6% | -16.0% | -7.6% |
| 6M | +20.6% | +14.4% | +6.2% | +14.0% |
| YTD | +41.9% | +19.6% | +22.2% | +31.6% |
| 1Y | +84.4% | +33.9% | +50.5% | +63.7% |
| 3Y | +380.2% | +27.1% | +353.1% | +326.9% |
| 5Y | +275.3% | +48.5% | +226.8% | +212.1% |
| 10Y | +1,751.4% | +126.2% | +1,625.2% | +1,177.7% |
| All | +2,508.6% | +218.5% | +2,290.1% | +1,538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling