-99.0%
QID vs TMF
-83.0%
-16.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.8% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | +20.1% | +16.3% | +3.7% | +18.6% |
| 3M | +11.8% | -2.7% | +14.5% | +11.9% |
| 6M | +5.5% | -13.2% | +18.7% | +6.5% |
| YTD | -21.5% | -16.7% | -4.9% | -20.7% |
| 1Y | -22.6% | -22.7% | +0.1% | -21.3% |
| 3Y | -72.3% | -26.1% | -46.2% | -72.3% |
| 5Y | -76.9% | -88.4% | +11.5% | -67.9% |
| 10Y | -99.0% | -81.8% | -17.2% | -98.9% |
| All | -99.0% | -83.0% | -16.0% | -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