+571.7%
QQQ vs TMF
-86.2%
+657.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.4% |
| 7D | +1.0% | -0.9% | +1.9% | +1.0% |
| 30D | -0.6% | -1.0% | +0.3% | -0.7% |
| 3M | +1.3% | -11.3% | +12.6% | +0.8% |
| 6M | +18.1% | -22.7% | +40.9% | +16.8% |
| YTD | +16.9% | -17.3% | +34.2% | +16.0% |
| 1Y | +24.0% | -22.5% | +46.5% | +22.7% |
| 3Y | +95.6% | -43.2% | +138.8% | +91.4% |
| 5Y | +94.5% | -88.3% | +182.8% | +62.8% |
| 10Y | +571.7% | -86.0% | +657.7% | +518.3% |
| All | +571.7% | -86.2% | +657.9% | +518.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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