+405.0%
TSN vs QID
-100.0%
+505.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | -6.3% | -0.6% | -5.7% | -6.5% |
| 30D | -10.8% | 0.0% | -10.8% | -10.8% |
| 3M | -8.8% | +3.7% | -12.5% | -7.6% |
| 6M | -16.8% | -29.9% | +13.0% | -24.1% |
| YTD | -10.0% | -28.8% | +18.8% | -17.4% |
| 1Y | -5.3% | -37.2% | +31.9% | -15.8% |
| 3Y | +8.5% | -73.7% | +82.2% | -22.5% |
| 5Y | -22.9% | -80.7% | +57.8% | -45.3% |
| 10Y | -12.6% | -99.1% | +86.5% | -75.9% |
| All | +405.0% | -100.0% | +505.0% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling