-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 | -6.8% | +0.1% | -6.9% | -6.9% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +20.1% | +16.3% | +3.7% | +16.5% |
| 3M | +11.8% | -2.7% | +14.5% | +12.1% |
| 6M | +5.5% | -13.2% | +18.7% | +7.8% |
| YTD | -21.5% | -16.7% | -4.9% | -19.6% |
| 1Y | -22.6% | -22.7% | +0.1% | -19.5% |
| 3Y | -72.3% | -26.1% | -46.2% | -72.3% |
| 5Y | -76.9% | -88.4% | +11.5% | -65.2% |
| 10Y | -99.0% | -81.8% | -17.2% | -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