+77.5%
QQQ vs TFC
+1.3%
+76.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | +3.6% | +2.3% | +1.4% | +2.9% |
| 30D | -6.7% | +10.8% | -17.5% | -9.9% |
| 3M | -7.0% | -3.8% | -3.3% | -6.0% |
| 6M | -4.7% | +9.6% | -14.2% | -8.2% |
| YTD | +11.1% | +5.8% | +5.3% | +7.8% |
| 1Y | +12.3% | +16.2% | -3.9% | +5.4% |
| 3Y | +83.3% | +96.0% | -12.7% | +41.8% |
| All | +77.5% | +1.3% | +76.3% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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