+2,299.6%
QQQ vs TMF
-71.6%
+2,371.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.8% |
| 7D | +6.4% | -8.2% | +14.5% | +5.5% |
| 30D | -7.5% | +5.3% | -12.8% | -6.9% |
| 3M | -4.8% | -8.5% | +3.7% | -5.5% |
| 6M | -2.5% | -17.2% | +14.7% | -4.2% |
| YTD | +12.4% | -23.4% | +35.8% | +9.7% |
| 1Y | +11.3% | -30.2% | +41.6% | +7.5% |
| 3Y | +85.0% | -32.9% | +117.9% | +80.9% |
| 5Y | +79.6% | -88.5% | +168.2% | +40.8% |
| 10Y | +535.9% | -82.2% | +618.1% | +477.0% |
| All | +2,299.6% | -71.6% | +2,371.3% | +2,725.2% |
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