+75.4%
TFC vs QS
-44.4%
+119.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.4% | -2.3% | +4.7% | +2.6% |
| 30D | -1.3% | -0.7% | -0.6% | -1.4% |
| 3M | +6.1% | -39.6% | +45.7% | +9.1% |
| 6M | +7.3% | -21.7% | +29.1% | +8.2% |
| YTD | +8.2% | -47.4% | +55.6% | +11.7% |
| 1Y | +14.4% | -28.4% | +42.8% | +14.4% |
| 3Y | +93.7% | -22.6% | +116.3% | +84.4% |
| 5Y | +16.4% | -75.6% | +92.0% | +12.4% |
| All | +75.4% | -44.4% | +119.7% | +73.4% |
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