+1,469.9%
QQQ vs TER
+879.5%
+590.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.5% | -8.9% | +7.4% | +1.1% |
| 30D | -10.2% | -39.1% | +28.9% | +5.2% |
| 3M | -6.3% | -32.8% | +26.5% | +4.6% |
| 6M | -4.9% | -31.7% | +26.8% | +2.1% |
| YTD | +10.2% | +26.9% | -16.7% | -8.7% |
| 1Y | +8.8% | +33.6% | -24.8% | -11.9% |
| 3Y | +81.4% | +181.5% | -100.1% | +4.1% |
| 5Y | +78.5% | +76.1% | +2.4% | +17.4% |
| 10Y | +523.8% | +1,006.2% | -482.4% | +97.0% |
| All | +1,469.9% | +879.5% | +590.4% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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