+1,315.8%
QLD vs TMF
-84.4%
+1,400.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.6% | -13.3% | -12.7% |
| 7D | -18.6% | +2.7% | -21.3% | -18.4% |
| 30D | -28.3% | +19.3% | -47.6% | -27.2% |
| 3M | -20.4% | -3.7% | -16.7% | -20.5% |
| 6M | -14.3% | -11.3% | -3.0% | -15.1% |
| YTD | +2.8% | -16.6% | +19.4% | +1.3% |
| 1Y | -1.2% | -21.1% | +19.9% | -3.2% |
| 3Y | +135.3% | -26.8% | +162.1% | +132.5% |
| 5Y | +62.6% | -88.0% | +150.6% | +12.6% |
| All | +1,315.8% | -84.4% | +1,400.2% | +1,152.0% |
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