+1,481.8%
QQQ vs TAP
+144.4%
+1,337.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.9% |
| 7D | +3.6% | +1.3% | +2.4% | +3.3% |
| 30D | -6.7% | +5.7% | -12.5% | -8.2% |
| 3M | -7.0% | -1.9% | -5.1% | -7.1% |
| 6M | -4.7% | +0.9% | -5.6% | -5.8% |
| YTD | +11.1% | -9.5% | +20.6% | +11.9% |
| 1Y | +12.3% | -9.0% | +21.2% | +12.9% |
| 3Y | +83.3% | -22.2% | +105.6% | +88.5% |
| 5Y | +77.5% | +1.2% | +76.3% | +69.1% |
| 10Y | +528.3% | -46.1% | +574.4% | +563.9% |
| All | +1,481.8% | +144.4% | +1,337.4% | +1,081.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling