+96.2%
QQQ vs TMF
-42.4%
+138.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.5% |
| 30D | -0.6% | -1.8% | +1.2% | -0.6% |
| 3M | +0.4% | -8.2% | +8.7% | +0.8% |
| 6M | +20.1% | -19.5% | +39.6% | +21.0% |
| YTD | +17.2% | -16.0% | +33.2% | +18.0% |
| 1Y | +24.7% | -22.5% | +47.2% | +25.8% |
| 3Y | +96.2% | -42.3% | +138.4% | +95.1% |
| All | +96.2% | -42.4% | +138.5% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling