+558.6%
QQQ vs TCOM
-9.8%
+568.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -0.6% | -4.9% | +4.3% | +0.4% |
| 30D | -1.2% | -14.4% | +13.2% | +1.6% |
| 3M | -0.2% | -17.7% | +17.5% | +3.0% |
| 6M | +17.9% | -25.1% | +43.0% | +23.9% |
| YTD | +16.6% | -45.7% | +62.4% | +29.7% |
| 1Y | +23.0% | -47.9% | +70.8% | +37.6% |
| 3Y | +92.9% | +8.9% | +84.0% | +80.2% |
| 5Y | +95.6% | +26.9% | +68.8% | +66.7% |
| All | +558.6% | -9.8% | +568.4% | +466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling