+538.0%
QQQ vs T
+61.4%
+476.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +2.0% |
| 7D | -0.2% | +2.0% | -2.2% | -0.6% |
| 30D | -7.5% | -1.0% | -6.4% | -7.5% |
| 3M | -3.8% | -8.1% | +4.3% | -2.5% |
| 6M | -3.0% | -8.3% | +5.3% | -2.0% |
| YTD | +12.8% | -6.1% | +18.9% | +12.5% |
| 1Y | +11.6% | -7.4% | +19.0% | +11.6% |
| 3Y | +85.6% | +65.4% | +20.1% | +51.3% |
| 5Y | +82.1% | +57.6% | +24.5% | +47.5% |
| 10Y | +538.0% | +61.4% | +476.6% | +406.3% |
| All | +538.0% | +61.4% | +476.6% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling