+1,351.8%
QLD vs TFC
+90.2%
+1,261.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.1% |
| 7D | -10.3% | +1.2% | -11.5% | -10.9% |
| 30D | -26.1% | +8.3% | -34.4% | -29.7% |
| 3M | -17.8% | -5.2% | -12.6% | -15.4% |
| 6M | -15.6% | -0.8% | -14.8% | -16.4% |
| YTD | +5.4% | +3.4% | +1.9% | +1.3% |
| 1Y | +5.2% | +17.0% | -11.8% | -6.5% |
| 3Y | +139.4% | +86.2% | +53.3% | +59.3% |
| 5Y | +66.7% | -2.3% | +69.0% | +62.0% |
| All | +1,351.8% | +90.2% | +1,261.6% | +983.5% |
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