+178.7%
TFC vs QID
-100.0%
+278.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +2.4% | -0.6% | +3.1% | +2.2% |
| 30D | -1.3% | 0.0% | -1.3% | -1.2% |
| 3M | +6.1% | +3.7% | +2.3% | +8.6% |
| 6M | +7.3% | -29.9% | +37.2% | -7.3% |
| YTD | +8.2% | -28.8% | +37.0% | -5.6% |
| 1Y | +14.4% | -37.2% | +51.6% | -5.1% |
| 3Y | +93.7% | -73.7% | +167.4% | +18.4% |
| 5Y | +16.4% | -80.7% | +97.1% | -27.8% |
| 10Y | +101.6% | -99.1% | +200.7% | -67.1% |
| All | +178.7% | -100.0% | +278.7% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling