+1,570.9%
QQQ vs TER
+1,325.1%
+245.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -1.7% |
| 7D | +0.4% | +0.6% | -0.3% | 0.0% |
| 30D | +0.2% | -8.3% | +8.5% | +2.6% |
| 3M | -2.8% | -12.2% | +9.4% | -1.8% |
| 6M | +18.0% | +17.1% | +0.9% | +4.5% |
| YTD | +17.3% | +84.7% | -67.4% | -12.8% |
| 1Y | +25.6% | +199.9% | -174.3% | -23.1% |
| 3Y | +93.7% | +232.8% | -139.0% | +7.3% |
| 5Y | +94.2% | +198.6% | -104.4% | +8.0% |
| 10Y | +557.9% | +1,669.7% | -1,111.9% | +80.2% |
| All | +1,570.9% | +1,325.1% | +245.9% | +226.0% |
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