+534.7%
QQQ vs T
+60.4%
+474.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | +2.5% | +1.1% | +3.1% |
| 30D | -6.7% | -3.8% | -3.0% | -6.2% |
| 3M | -7.0% | -8.7% | +1.7% | -5.7% |
| 6M | -4.7% | -8.1% | +3.5% | -3.7% |
| YTD | +11.1% | -6.4% | +17.5% | +10.9% |
| 1Y | +12.3% | -9.8% | +22.0% | +13.1% |
| 3Y | +83.3% | +65.5% | +17.8% | +49.4% |
| 5Y | +77.5% | +57.0% | +20.5% | +44.0% |
| All | +534.7% | +60.4% | +474.3% | +406.1% |
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