-18.0%
TSN vs QID
-76.9%
+58.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -0.6% |
| 7D | -1.4% | -7.1% | +5.7% | -1.9% |
| 30D | +8.5% | +12.6% | -4.2% | +9.5% |
| 3M | +5.3% | +14.2% | -9.0% | +6.4% |
| 6M | -10.5% | +6.2% | -16.7% | -9.9% |
| YTD | +3.0% | -21.8% | +24.7% | +0.8% |
| 1Y | +12.1% | -23.1% | +35.3% | +9.7% |
| 3Y | +43.1% | -71.3% | +114.4% | +25.5% |
| All | -18.0% | -76.9% | +58.9% | -31.4% |
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