+75.7%
TFC vs QID
-99.0%
+174.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +2.1% |
| 7D | +2.3% | -7.1% | +9.4% | -0.1% |
| 30D | +10.8% | +12.6% | -1.8% | +15.9% |
| 3M | -3.8% | +14.2% | -18.0% | +1.4% |
| 6M | +9.6% | +6.2% | +3.4% | +13.3% |
| YTD | +5.8% | -21.8% | +27.6% | -0.9% |
| 1Y | +16.2% | -23.1% | +39.3% | +8.3% |
| 3Y | +96.0% | -71.3% | +167.3% | +39.3% |
| 5Y | +1.7% | -77.0% | +78.7% | -23.6% |
| All | +75.7% | -99.0% | +174.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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