+1,889.4%
QQQ vs TDG
+12,853.5%
-10,964.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.3% | -2.7% | +1.4% | -0.3% |
| 30D | -1.4% | -9.3% | +7.9% | +2.1% |
| 3M | +2.3% | -7.1% | +9.3% | +4.6% |
| 6M | +16.9% | -11.2% | +28.0% | +20.9% |
| YTD | +15.6% | -15.3% | +30.9% | +21.3% |
| 1Y | +22.6% | -12.5% | +35.1% | +26.8% |
| 3Y | +93.5% | +51.2% | +42.3% | +61.7% |
| 5Y | +93.9% | +126.1% | -32.2% | +38.9% |
| 10Y | +564.6% | +536.2% | +28.3% | +192.5% |
| All | +1,889.4% | +12,853.5% | -10,964.1% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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