-7.7%
TSN vs QID
-99.1%
+91.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.7% |
| 7D | +1.4% | +2.7% | -1.4% | +1.8% |
| 30D | -6.2% | +3.3% | -9.5% | -5.7% |
| 3M | -5.7% | -5.5% | -0.1% | -6.3% |
| 6M | -11.4% | -28.4% | +17.0% | -15.6% |
| YTD | -8.2% | -26.6% | +18.4% | -12.1% |
| 1Y | -2.0% | -34.1% | +32.1% | -7.6% |
| 3Y | +11.9% | -73.7% | +85.6% | -8.2% |
| 5Y | -17.8% | -80.7% | +62.9% | -32.7% |
| All | -7.7% | -99.1% | +91.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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