+93.3%
QQQ vs T
+103.6%
-10.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.5% |
| 7D | +1.0% | -3.1% | +4.1% | +0.6% |
| 30D | -0.6% | +4.6% | -5.2% | -0.1% |
| 3M | +1.3% | +12.2% | -10.9% | +3.0% |
| 6M | +18.1% | -6.5% | +24.6% | +18.2% |
| YTD | +16.9% | +4.9% | +12.0% | +17.9% |
| 1Y | +24.0% | -10.5% | +34.5% | +24.1% |
| All | +93.3% | +103.6% | -10.3% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling