+1,501.1%
QQQ vs TAP
+136.8%
+1,364.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.4% | -6.3% | +12.7% | +7.8% |
| 30D | -7.5% | +2.7% | -10.2% | -8.3% |
| 3M | -4.8% | -3.7% | -1.1% | -4.5% |
| 6M | -2.5% | -2.0% | -0.5% | -3.0% |
| YTD | +12.4% | -12.3% | +24.7% | +14.1% |
| 1Y | +11.3% | -10.1% | +21.4% | +12.2% |
| 3Y | +85.0% | -25.3% | +110.2% | +91.9% |
| 5Y | +79.6% | -1.9% | +81.6% | +72.3% |
| 10Y | +535.9% | -47.8% | +583.7% | +576.8% |
| All | +1,501.1% | +136.8% | +1,364.3% | +1,104.7% |
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