-3.0%
QQQ vs T
-9.6%
+6.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +2.6% |
| 7D | -0.2% | +2.0% | -2.2% | +0.2% |
| 30D | -7.5% | -1.0% | -6.4% | -7.4% |
| 3M | -3.8% | -8.1% | +4.3% | -4.8% |
| 6M | -3.0% | -8.3% | +5.3% | -1.2% |
| All | -3.0% | -9.6% | +6.6% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling