-47.3%
QS vs TMF
-91.2%
+43.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -5.0% | -6.4% |
| 7D | -4.2% | -0.9% | -3.3% | -4.1% |
| 30D | -15.7% | -1.0% | -14.7% | -15.6% |
| 3M | -28.7% | -11.3% | -17.4% | -27.6% |
| 6M | -23.2% | -22.7% | -0.5% | -20.9% |
| YTD | -49.9% | -17.3% | -32.6% | -48.8% |
| 1Y | -38.8% | -22.5% | -16.3% | -37.3% |
| 3Y | -24.0% | -43.2% | +19.2% | -21.0% |
| 5Y | -75.6% | -88.3% | +12.7% | -76.2% |
| All | -47.3% | -91.2% | +43.9% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling