+70.7%
TFC vs QS
-57.3%
+127.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.4% |
| 7D | -1.2% | -5.0% | +3.8% | -0.9% |
| 30D | +7.8% | -1.4% | +9.2% | +7.7% |
| 3M | -3.0% | -33.6% | +30.6% | -0.6% |
| 6M | +5.8% | -47.6% | +53.4% | +9.5% |
| YTD | +5.3% | -59.6% | +64.9% | +10.4% |
| 1Y | +15.7% | -73.5% | +89.2% | +24.5% |
| 3Y | +94.8% | -23.0% | +117.8% | +85.7% |
| 5Y | 0.0% | -89.4% | +89.4% | -1.0% |
| All | +70.7% | -57.3% | +127.9% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling