+86.7%
QQQ vs TMF
-29.8%
+116.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -9.6% | +16.3% | -25.9% | -10.2% |
| 3M | -5.9% | -2.7% | -3.3% | -5.8% |
| 6M | -4.3% | -13.2% | +8.9% | -3.8% |
| YTD | +11.0% | -16.7% | +27.6% | +11.6% |
| 1Y | +11.9% | -22.7% | +34.7% | +12.7% |
| 3Y | +86.7% | -26.1% | +112.8% | +83.4% |
| All | +86.7% | -29.8% | +116.5% | +83.4% |
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