+1,520.2%
QLD vs TFC
+81.3%
+1,438.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -1.2% | -1.2% | 0.0% | -0.3% |
| 30D | -15.7% | +7.8% | -23.5% | -19.5% |
| 3M | -10.0% | -3.0% | -7.1% | -8.7% |
| 6M | -11.2% | +5.8% | -17.0% | -15.5% |
| YTD | +16.4% | +5.3% | +11.1% | +10.7% |
| 1Y | +12.7% | +15.7% | -3.0% | +0.9% |
| 3Y | +152.3% | +94.8% | +57.5% | +63.1% |
| 5Y | +91.8% | 0.0% | +91.7% | +83.9% |
| 10Y | +1,520.2% | +79.0% | +1,441.2% | +1,063.4% |
| All | +1,520.2% | +81.3% | +1,438.9% | +1,063.4% |
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