+82.1%
QLD vs TFC
+1.3%
+80.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.3% |
| 7D | +7.0% | +2.3% | +4.7% | +5.5% |
| 30D | -14.3% | +10.8% | -25.1% | -20.0% |
| 3M | -16.0% | -3.8% | -12.2% | -14.2% |
| 6M | -14.2% | +9.6% | -23.8% | -20.6% |
| YTD | +12.8% | +5.8% | +7.0% | +6.2% |
| 1Y | +14.1% | +16.2% | -2.1% | +0.4% |
| 3Y | +146.0% | +96.0% | +50.0% | +50.1% |
| All | +82.1% | +1.3% | +80.8% | +97.3% |
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