+12.3%
QQQ vs TMO
+26.9%
-14.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -8.5% | +4.3% | -12.8% | -8.8% |
| 3M | -4.3% | +25.1% | -29.4% | -6.2% |
| 6M | +3.1% | +52.9% | -49.9% | -2.3% |
| YTD | +13.0% | +22.2% | -9.2% | +12.2% |
| 1Y | +12.3% | +25.4% | -13.1% | +10.7% |
| All | +12.3% | +26.9% | -14.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling