-6.8%
TSN vs QSR
+135.2%
-142.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +3.0% | -4.0% | +7.0% | +4.4% |
| 30D | -4.2% | +2.8% | -6.9% | -5.1% |
| 3M | -3.9% | +5.1% | -9.0% | -5.7% |
| 6M | -9.8% | +8.8% | -18.6% | -12.7% |
| YTD | -7.3% | +14.8% | -22.1% | -12.0% |
| 1Y | -2.2% | +25.7% | -27.9% | -10.1% |
| 3Y | +11.9% | +27.5% | -15.6% | +0.9% |
| 5Y | -16.9% | +41.3% | -58.2% | -28.9% |
| All | -6.8% | +135.2% | -142.0% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling