+14.7%
QLD vs TMF
-23.9%
+38.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.3% |
| 7D | -9.4% | +4.0% | -13.4% | -10.4% |
| 30D | -17.1% | +19.5% | -36.5% | -22.1% |
| 3M | -10.4% | -3.5% | -6.9% | -8.5% |
| 6M | +0.7% | -10.6% | +11.3% | +5.6% |
| YTD | +17.7% | -17.1% | +34.8% | +24.7% |
| 1Y | +14.7% | -24.3% | +38.9% | +22.3% |
| All | +14.7% | -23.9% | +38.6% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling