+97.2%
TFC vs QID
-99.1%
+196.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.6% |
| 7D | -1.3% | -1.9% | +0.6% | -1.9% |
| 30D | -2.3% | +1.7% | -4.1% | -1.7% |
| 3M | +2.5% | -3.9% | +6.4% | +1.6% |
| 6M | +9.5% | -30.0% | +39.5% | -2.2% |
| YTD | +5.1% | -28.2% | +33.3% | -5.0% |
| 1Y | +15.5% | -35.6% | +51.1% | +1.0% |
| 3Y | +95.2% | -74.3% | +169.4% | +33.7% |
| 5Y | +14.5% | -80.8% | +95.3% | -19.6% |
| 10Y | +97.2% | -99.2% | +196.3% | -43.1% |
| All | +97.2% | -99.1% | +196.3% | -43.1% |
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