+93.3%
QQQ vs TLN
+483.9%
-390.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.0% | +5.8% | -4.8% | -0.1% |
| 30D | -0.6% | -6.9% | +6.2% | +0.5% |
| 3M | +1.3% | -10.9% | +12.2% | +2.9% |
| 6M | +18.1% | -4.6% | +22.7% | +17.8% |
| YTD | +16.9% | -14.7% | +31.6% | +18.1% |
| 1Y | +24.0% | -17.9% | +41.9% | +25.7% |
| All | +93.3% | +483.9% | -390.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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