+1,564.8%
QQQ vs TD
+3,151.1%
-1,586.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.3% |
| 7D | +1.0% | -1.9% | +2.9% | +2.0% |
| 30D | -0.6% | -1.6% | +1.0% | +0.2% |
| 3M | +1.3% | +4.6% | -3.3% | -1.3% |
| 6M | +18.1% | +26.8% | -8.7% | +3.7% |
| YTD | +16.9% | +28.3% | -11.4% | +1.9% |
| 1Y | +24.0% | +60.4% | -36.5% | -4.2% |
| 3Y | +95.6% | +125.7% | -30.1% | +23.8% |
| 5Y | +94.5% | +122.4% | -27.9% | +23.2% |
| 10Y | +571.7% | +297.1% | +274.6% | +200.0% |
| All | +1,564.8% | +3,151.1% | -1,586.4% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling