+133.5%
QLD vs TFC
+84.5%
+49.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.0% | -10.7% | -11.5% |
| 7D | -18.6% | +1.1% | -19.6% | -19.0% |
| 30D | -28.3% | +7.8% | -36.0% | -31.7% |
| 3M | -20.4% | -4.8% | -15.6% | -18.1% |
| 6M | -14.3% | +1.8% | -16.1% | -16.6% |
| YTD | +2.8% | +4.4% | -1.6% | -2.7% |
| 1Y | -1.2% | +18.0% | -19.2% | -14.7% |
| All | +133.5% | +84.5% | +49.0% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling