+9,127.5%
QLD vs TFC
+168.3%
+8,959.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +2.4% | -1.9% | -1.0% |
| 30D | -0.1% | -1.3% | +1.2% | +0.6% |
| 3M | -8.4% | +6.1% | -14.4% | -12.5% |
| 6M | +32.2% | +7.3% | +24.9% | +25.0% |
| YTD | +28.9% | +8.2% | +20.7% | +20.8% |
| 1Y | +43.8% | +14.4% | +29.4% | +29.7% |
| 3Y | +176.6% | +93.7% | +82.9% | +77.3% |
| 5Y | +121.6% | +16.4% | +105.2% | +92.2% |
| 10Y | +1,652.9% | +101.6% | +1,551.4% | +875.1% |
| All | +9,127.5% | +168.3% | +8,959.2% | +4,265.2% |
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