+109.4%
TFC vs QSR
+211.0%
-101.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.1% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | -2.5% | +5.9% | -8.4% | -5.1% |
| 3M | +4.5% | +10.5% | -5.9% | -0.5% |
| 6M | +11.0% | +7.7% | +3.3% | +6.4% |
| YTD | +5.9% | +16.8% | -10.9% | -2.5% |
| 1Y | +14.6% | +30.9% | -16.3% | -0.4% |
| 3Y | +96.7% | +28.2% | +68.5% | +69.0% |
| 5Y | +15.6% | +45.0% | -29.4% | -7.5% |
| 10Y | +98.6% | +127.3% | -28.7% | +27.5% |
| All | +109.4% | +211.0% | -101.5% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling