-19.7%
TSN vs QID
-80.7%
+61.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -7.3% | -1.9% | -5.4% | -7.4% |
| 30D | -8.6% | +1.7% | -10.3% | -8.5% |
| 3M | -7.5% | -3.9% | -3.6% | -7.7% |
| 6M | -14.1% | -30.0% | +15.9% | -16.7% |
| YTD | -9.4% | -28.2% | +18.8% | -11.9% |
| 1Y | -4.1% | -35.6% | +31.6% | -7.6% |
| 3Y | +10.3% | -74.3% | +84.6% | -3.6% |
| 5Y | -19.7% | -80.8% | +61.1% | -33.4% |
| All | -19.7% | -80.7% | +61.0% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling