+18,322.4%
QLD vs TMF
-68.9%
+18,391.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +0.3% |
| 30D | -0.1% | -2.8% | +2.7% | -0.7% |
| 3M | -8.4% | -10.9% | +2.5% | -10.5% |
| 6M | +32.2% | -21.3% | +53.5% | +25.7% |
| YTD | +28.9% | -15.9% | +44.8% | +24.4% |
| 1Y | +43.8% | -15.7% | +59.6% | +39.2% |
| 3Y | +176.6% | -43.4% | +220.0% | +151.1% |
| 5Y | +121.6% | -87.8% | +209.3% | +34.7% |
| 10Y | +1,652.9% | -86.7% | +1,739.7% | +1,182.9% |
| All | +18,322.4% | -68.9% | +18,391.3% | +26,659.4% |
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