+51.3%
QQQ vs TEM
+53.2%
-1.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.1% |
| 30D | -0.6% | +11.3% | -11.9% | -2.1% |
| 3M | +1.3% | +25.5% | -24.2% | -1.7% |
| 6M | +18.1% | +17.1% | +1.0% | +14.8% |
| YTD | +16.9% | +3.8% | +13.1% | +14.5% |
| 1Y | +24.0% | -24.4% | +48.3% | +24.5% |
| All | +51.3% | +53.2% | -1.9% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling