+96.0%
QQQ vs TAP
-2.5%
+98.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.0% | -5.1% | +6.1% | +1.6% |
| 30D | -0.6% | -8.4% | +7.8% | +0.3% |
| 3M | +1.3% | -3.9% | +5.2% | +1.5% |
| 6M | +18.1% | -14.4% | +32.5% | +20.3% |
| YTD | +16.9% | -14.7% | +31.6% | +18.6% |
| 1Y | +24.0% | -18.7% | +42.7% | +26.8% |
| 3Y | +95.6% | -32.6% | +128.3% | +106.5% |
| All | +96.0% | -2.5% | +98.5% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling