+2,376.1%
QQQ vs TCOM
+2,658.7%
-282.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.5% | -7.6% | +9.1% | +2.9% |
| 30D | -0.6% | -12.2% | +11.6% | +1.5% |
| 3M | +0.4% | -14.2% | +14.6% | +2.7% |
| 6M | +20.1% | -25.0% | +45.1% | +25.5% |
| YTD | +17.2% | -43.7% | +60.9% | +28.2% |
| 1Y | +24.7% | -44.5% | +69.2% | +36.6% |
| 3Y | +96.2% | +13.4% | +82.7% | +84.4% |
| 5Y | +94.4% | +26.5% | +67.9% | +70.3% |
| 10Y | +556.7% | -10.3% | +567.0% | +480.3% |
| All | +2,376.1% | +2,658.7% | -282.6% | +1,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling