+2,404.4%
QQQ vs TMF
-68.9%
+2,473.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.2% |
| 30D | +0.2% | -2.8% | +3.1% | 0.0% |
| 3M | -2.8% | -10.9% | +8.1% | -3.9% |
| 6M | +18.0% | -21.3% | +39.3% | +15.2% |
| YTD | +17.3% | -15.9% | +33.2% | +15.4% |
| 1Y | +25.6% | -15.7% | +41.3% | +23.7% |
| 3Y | +93.7% | -43.4% | +137.1% | +85.5% |
| 5Y | +94.2% | -87.8% | +181.9% | +53.1% |
| 10Y | +557.9% | -86.7% | +644.6% | +464.5% |
| All | +2,404.4% | -68.9% | +2,473.2% | +2,873.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling