-100.0%
QID vs TMF
-69.2%
-30.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +9.4% | +1.2% | +8.2% | +9.1% |
| 30D | +31.2% | +19.7% | +11.5% | +26.6% |
| 3M | +17.4% | -2.1% | +19.5% | +17.6% |
| 6M | +8.4% | -13.4% | +21.9% | +10.8% |
| YTD | -15.8% | -16.7% | +1.0% | -13.6% |
| 1Y | -16.3% | -23.3% | +7.0% | -12.9% |
| 3Y | -70.4% | -24.8% | -45.6% | -70.6% |
| 5Y | -74.8% | -88.0% | +13.3% | -62.4% |
| 10Y | -99.0% | -84.7% | -14.3% | -98.8% |
| All | -100.0% | -69.2% | -30.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling