+7,956.4%
QLD vs TFC
+161.5%
+7,795.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +5.6% |
| 7D | -1.4% | +0.3% | -1.8% | -1.5% |
| 30D | -19.6% | +9.2% | -28.7% | -24.0% |
| 3M | -14.1% | -2.9% | -11.2% | -12.9% |
| 6M | -13.6% | +3.5% | -17.1% | -16.7% |
| YTD | +12.5% | +5.4% | +7.1% | +6.9% |
| 1Y | +13.1% | +17.3% | -4.2% | +0.4% |
| 3Y | +154.7% | +96.7% | +58.0% | +62.3% |
| 5Y | +81.1% | -1.1% | +82.2% | +73.7% |
| 10Y | +1,418.0% | +84.7% | +1,333.3% | +790.5% |
| All | +7,956.4% | +161.5% | +7,795.0% | +3,762.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling