+95.1%
QQQ vs T
+66.2%
+28.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.5% | -1.5% | +3.1% | +1.6% |
| 30D | -0.6% | +7.6% | -8.3% | -1.1% |
| 3M | +0.4% | +15.3% | -14.9% | -0.5% |
| 6M | +20.1% | -8.5% | +28.5% | +21.3% |
| YTD | +17.2% | +6.8% | +10.4% | +16.4% |
| 1Y | +24.7% | -7.2% | +31.9% | +25.8% |
| 3Y | +96.2% | +108.2% | -12.1% | +70.9% |
| All | +95.1% | +66.2% | +28.8% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling