+51.7%
QQQ vs TEM
+60.7%
-9.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | +3.2% | -1.7% | +1.2% |
| 30D | -0.6% | +23.5% | -24.2% | -3.1% |
| 3M | +0.4% | +32.3% | -31.9% | -3.0% |
| 6M | +20.1% | +23.0% | -3.0% | +16.1% |
| YTD | +17.2% | +8.9% | +8.3% | +14.3% |
| 1Y | +24.7% | -19.9% | +44.6% | +24.5% |
| All | +51.7% | +60.7% | -9.0% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling