+16.3%
TFC vs QID
-33.5%
+49.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | +0.6% |
| 7D | -2.5% | +2.7% | -5.2% | -2.2% |
| 30D | -2.8% | +3.3% | -6.2% | -2.4% |
| 3M | +2.1% | -5.5% | +7.7% | +1.1% |
| 6M | +10.1% | -28.4% | +38.5% | +1.6% |
| YTD | +5.4% | -26.6% | +32.0% | -2.2% |
| 1Y | +16.3% | -34.1% | +50.5% | +10.7% |
| All | +16.3% | -33.5% | +49.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling