+1,351.8%
QLD vs TMF
-84.4%
+1,436.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -10.3% | +1.2% | -11.5% | -10.2% |
| 30D | -26.1% | +19.7% | -45.8% | -24.9% |
| 3M | -17.8% | -2.1% | -15.7% | -17.8% |
| 6M | -15.6% | -13.4% | -2.1% | -16.5% |
| YTD | +5.4% | -16.7% | +22.1% | +3.8% |
| 1Y | +5.2% | -23.3% | +28.6% | +2.9% |
| 3Y | +139.4% | -24.8% | +164.3% | +137.4% |
| 5Y | +66.7% | -88.0% | +154.8% | +15.4% |
| All | +1,351.8% | -84.4% | +1,436.2% | +1,183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling