+9.6%
TFC vs QS
-57.7%
+67.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.5% |
| 7D | +2.3% | -14.0% | +16.3% | +3.0% |
| 30D | +10.8% | -6.4% | +17.2% | +11.2% |
| 3M | -3.8% | -40.3% | +36.5% | -2.5% |
| 6M | +9.6% | -57.5% | +67.1% | +12.2% |
| All | +9.6% | -57.7% | +67.2% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling