+79.6%
QQQ vs TAP
-1.4%
+81.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +6.4% | -6.3% | +12.7% | +7.0% |
| 30D | -7.5% | +2.7% | -10.2% | -7.8% |
| 3M | -4.8% | -3.7% | -1.1% | -4.6% |
| 6M | -2.5% | -2.0% | -0.5% | -2.7% |
| YTD | +12.4% | -12.3% | +24.7% | +13.6% |
| 1Y | +11.3% | -10.1% | +21.4% | +11.8% |
| 3Y | +85.0% | -25.3% | +110.2% | +90.8% |
| 5Y | +79.6% | -1.9% | +81.6% | +72.8% |
| All | +79.6% | -1.4% | +81.1% | +72.8% |
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