+1,542.6%
QLD vs TFC
+77.1%
+1,465.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | -15.7% | +8.6% | -24.3% | -19.9% |
| 3M | -11.9% | -4.3% | -7.6% | -9.8% |
| 6M | -10.3% | +5.4% | -15.7% | -14.4% |
| YTD | +15.6% | +4.5% | +11.1% | +10.4% |
| 1Y | +12.1% | +14.0% | -1.9% | +1.3% |
| 3Y | +150.7% | +93.4% | +57.3% | +62.7% |
| 5Y | +86.6% | +0.5% | +86.1% | +78.6% |
| All | +1,542.6% | +77.1% | +1,465.5% | +1,058.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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