+1,570.9%
QQQ vs TAP
+142.4%
+1,428.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | +0.2% | -2.1% | +2.4% | +0.6% |
| 3M | -2.8% | +6.6% | -9.4% | -4.7% |
| 6M | +18.0% | -11.5% | +29.5% | +20.5% |
| YTD | +17.3% | -10.3% | +27.6% | +19.0% |
| 1Y | +25.6% | -14.4% | +40.0% | +28.4% |
| 3Y | +93.7% | -28.3% | +122.0% | +103.8% |
| 5Y | +94.2% | +1.7% | +92.4% | +85.2% |
| 10Y | +557.9% | -49.2% | +607.1% | +607.9% |
| All | +1,570.9% | +142.4% | +1,428.6% | +1,156.1% |
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