+558.6%
QQQ vs TGT
+207.4%
+351.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -5.2% | +4.7% | +0.8% |
| 30D | -1.2% | +1.2% | -2.4% | -1.7% |
| 3M | -0.2% | +18.4% | -18.6% | -4.9% |
| 6M | +17.9% | +33.4% | -15.5% | +8.5% |
| YTD | +16.6% | +63.8% | -47.2% | +1.3% |
| 1Y | +23.0% | +77.2% | -54.2% | +4.3% |
| 3Y | +92.9% | +41.8% | +51.2% | +65.6% |
| 5Y | +95.6% | -25.5% | +121.1% | +98.4% |
| All | +558.6% | +207.4% | +351.2% | +381.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling