+558.6%
QQQ vs TD
+306.3%
+252.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -0.6% | -0.5% | 0.0% | -0.3% |
| 30D | -1.2% | -1.9% | +0.7% | -0.3% |
| 3M | -0.2% | +4.8% | -5.0% | -2.7% |
| 6M | +17.9% | +28.0% | -10.1% | +3.5% |
| YTD | +16.6% | +30.3% | -13.6% | +1.3% |
| 1Y | +23.0% | +59.8% | -36.8% | -4.0% |
| 3Y | +92.9% | +124.7% | -31.7% | +24.2% |
| 5Y | +95.6% | +127.0% | -31.4% | +24.7% |
| All | +558.6% | +306.3% | +252.3% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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