+240.7%
QQQ vs TE
-49.8%
+290.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | +1.0% | +15.0% | -14.0% | -0.2% |
| 30D | -0.6% | -7.5% | +6.9% | -0.3% |
| 3M | +1.3% | -42.0% | +43.3% | +4.6% |
| 6M | +18.1% | -31.4% | +49.6% | +18.5% |
| YTD | +16.9% | -26.5% | +43.4% | +15.5% |
| 1Y | +24.0% | +153.1% | -129.1% | +7.7% |
| 3Y | +95.6% | -20.7% | +116.3% | +79.4% |
| 5Y | +94.5% | -45.4% | +140.0% | +79.6% |
| All | +240.7% | -49.8% | +290.5% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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