+1,570.9%
QQQ vs TFC
+265.8%
+1,305.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.4% | +2.4% | -2.1% | -0.5% |
| 30D | +0.2% | -1.3% | +1.5% | +0.6% |
| 3M | -2.8% | +6.1% | -8.9% | -5.1% |
| 6M | +18.0% | +7.3% | +10.7% | +14.4% |
| YTD | +17.3% | +8.2% | +9.1% | +13.2% |
| 1Y | +25.6% | +14.4% | +11.2% | +18.6% |
| 3Y | +93.7% | +93.7% | 0.0% | +49.6% |
| 5Y | +94.2% | +16.4% | +77.8% | +73.9% |
| 10Y | +557.9% | +101.6% | +456.3% | +342.6% |
| All | +1,570.9% | +265.8% | +1,305.1% | +663.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling