+1,021.9%
QQQ vs TDY
+6,969.6%
-5,947.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.3% | -1.9% | +0.6% | -0.7% |
| 30D | -1.4% | -12.5% | +11.1% | +2.8% |
| 3M | +2.3% | -0.8% | +3.1% | +2.5% |
| 6M | +16.9% | -9.0% | +25.9% | +20.2% |
| YTD | +15.6% | +16.8% | -1.2% | +9.7% |
| 1Y | +22.6% | +9.5% | +13.2% | +18.5% |
| 3Y | +93.5% | +45.4% | +48.1% | +70.1% |
| 5Y | +93.9% | +37.8% | +56.1% | +73.2% |
| 10Y | +564.6% | +470.2% | +94.4% | +281.3% |
| All | +1,021.9% | +6,969.6% | -5,947.8% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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