+552.9%
QQQ vs TAP
-50.5%
+603.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.3% | -5.3% | +4.0% | -0.3% |
| 30D | -1.4% | -7.4% | +6.0% | 0.0% |
| 3M | +2.3% | -4.9% | +7.2% | +2.9% |
| 6M | +16.9% | -14.2% | +31.1% | +19.7% |
| YTD | +15.6% | -14.8% | +30.5% | +18.2% |
| 1Y | +22.6% | -18.1% | +40.7% | +26.1% |
| 3Y | +93.5% | -32.7% | +126.2% | +105.6% |
| 5Y | +93.9% | -0.5% | +94.4% | +85.4% |
| All | +552.9% | -50.5% | +603.4% | +592.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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