+93.7%
TFC vs QSR
+25.0%
+68.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -2.5% | -4.7% | +2.2% | -1.1% |
| 30D | -2.8% | +4.3% | -7.1% | -4.1% |
| 3M | +2.1% | +5.4% | -3.3% | +0.4% |
| 6M | +10.1% | +8.2% | +2.0% | +7.0% |
| YTD | +5.4% | +14.1% | -8.7% | +0.5% |
| 1Y | +16.3% | +28.1% | -11.8% | +6.5% |
| All | +93.7% | +25.0% | +68.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling