+79.0%
TFC vs QID
-99.1%
+178.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | -1.5% |
| 7D | -1.2% | -1.1% | -0.1% | -1.2% |
| 30D | +7.8% | +14.4% | -6.6% | +13.4% |
| 3M | -3.0% | +6.7% | -9.6% | -0.1% |
| 6M | +5.8% | +2.6% | +3.2% | +8.1% |
| YTD | +5.3% | -24.2% | +29.5% | -2.4% |
| 1Y | +15.7% | -22.3% | +38.0% | +8.4% |
| 3Y | +94.8% | -72.0% | +166.8% | +37.4% |
| 5Y | 0.0% | -78.2% | +78.2% | -26.2% |
| 10Y | +79.0% | -99.1% | +178.1% | -40.8% |
| All | +79.0% | -99.1% | +178.1% | -40.8% |
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