+62.6%
QLD vs TFC
-1.6%
+64.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.0% | -10.7% | -11.4% |
| 7D | -18.6% | +1.1% | -19.6% | -19.0% |
| 30D | -28.3% | +7.8% | -36.0% | -31.8% |
| 3M | -20.4% | -4.8% | -15.6% | -18.1% |
| 6M | -14.3% | +1.8% | -16.1% | -16.7% |
| YTD | +2.8% | +4.4% | -1.6% | -2.4% |
| 1Y | -1.2% | +18.0% | -19.2% | -14.0% |
| 3Y | +135.3% | +85.2% | +50.1% | +49.2% |
| 5Y | +62.6% | -1.4% | +63.9% | +76.9% |
| All | +62.6% | -1.6% | +64.2% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling