+558.6%
QQQ vs TMO
+338.2%
+220.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -0.6% | -0.6% | +0.1% | -0.3% |
| 30D | -1.2% | +1.1% | -2.3% | -1.9% |
| 3M | -0.2% | +28.3% | -28.5% | -11.8% |
| 6M | +17.9% | +23.3% | -5.3% | +5.3% |
| YTD | +16.6% | +5.5% | +11.2% | +12.0% |
| 1Y | +23.0% | +24.5% | -1.6% | +8.0% |
| 3Y | +92.9% | +19.6% | +73.4% | +67.3% |
| 5Y | +95.6% | +8.1% | +87.5% | +75.8% |
| All | +558.6% | +338.2% | +220.3% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling