+63.7%
TSN vs QSR
+206.0%
-142.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -7.3% | -2.4% | -4.9% | -6.7% |
| 30D | -8.6% | +5.7% | -14.3% | -10.2% |
| 3M | -7.5% | +6.9% | -14.5% | -9.5% |
| 6M | -14.1% | +6.9% | -21.0% | -16.2% |
| YTD | -9.4% | +14.9% | -24.3% | -13.6% |
| 1Y | -4.1% | +29.1% | -33.2% | -11.8% |
| 3Y | +10.3% | +26.1% | -15.8% | +1.0% |
| 5Y | -19.7% | +42.3% | -62.0% | -30.1% |
| 10Y | -7.0% | +134.0% | -141.0% | -31.4% |
| All | +63.7% | +206.0% | -142.2% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling