+62.6%
QLD vs TMF
-87.8%
+150.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.6% | -13.3% | -12.8% |
| 7D | -18.6% | +2.7% | -21.3% | -18.7% |
| 30D | -28.3% | +19.3% | -47.6% | -29.3% |
| 3M | -20.4% | -3.7% | -16.7% | -20.2% |
| 6M | -14.3% | -11.3% | -3.0% | -13.6% |
| YTD | +2.8% | -16.6% | +19.4% | +4.0% |
| 1Y | -1.2% | -21.1% | +19.9% | +0.3% |
| 3Y | +135.3% | -26.8% | +162.1% | +135.5% |
| 5Y | +62.6% | -88.0% | +150.6% | +40.9% |
| All | +62.6% | -87.8% | +150.4% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling