+7,256.1%
QLD vs TFC
+158.9%
+7,097.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| 6M | -14.3% | +1.8% | -16.1% | -16.5% |
| YTD | +2.8% | +4.4% | -1.6% | -1.9% |
| 1Y | -1.2% | +18.0% | -19.2% | -12.7% |
| 3Y | +135.3% | +85.2% | +50.1% | +55.6% |
| 5Y | +62.6% | -1.4% | +63.9% | +56.2% |
| 10Y | +1,384.3% | +95.7% | +1,288.6% | +738.6% |
| All | +7,256.1% | +158.9% | +7,097.2% | +3,446.6% |
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