+16,728.2%
QLD vs TMF
-69.3%
+16,797.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +2.4% |
| 7D | -9.4% | +4.0% | -13.4% | -8.6% |
| 30D | -17.1% | +19.5% | -36.5% | -13.9% |
| 3M | -10.4% | -3.5% | -6.9% | -10.8% |
| 6M | +0.7% | -10.6% | +11.3% | -1.4% |
| YTD | +17.7% | -17.1% | +34.8% | +13.6% |
| 1Y | +14.7% | -24.3% | +38.9% | +8.6% |
| 3Y | +169.6% | -27.2% | +196.9% | +160.3% |
| 5Y | +86.7% | -87.6% | +174.2% | +14.2% |
| 10Y | +1,600.8% | -84.8% | +1,685.5% | +1,209.8% |
| All | +16,728.2% | -69.3% | +16,797.5% | +24,328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling