+14.5%
TFC vs QS
-74.8%
+89.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.1% |
| 7D | -1.3% | -4.2% | +2.9% | -0.9% |
| 30D | -2.3% | -15.7% | +13.3% | -0.6% |
| 3M | +2.5% | -28.7% | +31.2% | +5.5% |
| 6M | +9.5% | -23.2% | +32.7% | +11.0% |
| YTD | +5.1% | -49.9% | +55.0% | +11.3% |
| 1Y | +15.5% | -38.8% | +54.3% | +17.1% |
| 3Y | +95.2% | -24.0% | +119.2% | +75.5% |
| 5Y | +14.5% | -75.6% | +90.1% | +6.8% |
| All | +14.5% | -74.8% | +89.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling