-99.1%
QID vs TMF
-86.8%
-12.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +1.8% | -1.8% | +3.6% | +1.9% |
| 3M | -2.2% | -8.2% | +6.1% | -1.6% |
| 6M | -32.1% | -19.5% | -12.6% | -31.1% |
| YTD | -28.6% | -16.0% | -12.6% | -27.8% |
| 1Y | -36.3% | -22.5% | -13.8% | -35.2% |
| 3Y | -74.4% | -42.3% | -32.1% | -73.7% |
| 5Y | -80.8% | -87.7% | +6.9% | -74.1% |
| 10Y | -99.1% | -86.5% | -12.6% | -99.0% |
| All | -99.1% | -86.8% | -12.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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