+1,631.1%
QLD vs TMF
-86.8%
+1,717.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +0.4% |
| 30D | -0.1% | -2.8% | +2.7% | -0.3% |
| 3M | -8.4% | -10.9% | +2.5% | -9.2% |
| 6M | +32.2% | -21.3% | +53.5% | +29.4% |
| YTD | +28.9% | -15.9% | +44.8% | +27.0% |
| 1Y | +43.8% | -15.7% | +59.6% | +41.9% |
| 3Y | +176.6% | -43.4% | +220.0% | +164.0% |
| 5Y | +121.6% | -87.8% | +209.3% | +56.1% |
| All | +1,631.1% | -86.8% | +1,717.9% | +1,491.7% |
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