-99.1%
QID vs TMF
-82.1%
-17.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -7.1% | -9.3% | +2.1% | -6.4% |
| 30D | +12.6% | +1.9% | +10.7% | +12.5% |
| 3M | +14.2% | -11.2% | +25.5% | +15.2% |
| 6M | +6.2% | -17.7% | +23.9% | +7.6% |
| YTD | -21.8% | -24.5% | +2.7% | -20.3% |
| 1Y | -23.1% | -29.4% | +6.3% | -21.2% |
| 3Y | -71.3% | -33.4% | -37.9% | -71.0% |
| 5Y | -77.0% | -88.7% | +11.7% | -68.3% |
| All | -99.1% | -82.1% | -17.0% | -98.9% |
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