+92.9%
QQQ vs TNA
+101.9%
-8.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.6% | -7.3% | +6.7% | +1.2% |
| 30D | -1.2% | -14.2% | +13.0% | +2.3% |
| 3M | -0.2% | -4.6% | +4.4% | +0.7% |
| 6M | +17.9% | +36.9% | -19.0% | +8.8% |
| YTD | +16.6% | +42.5% | -25.9% | +6.1% |
| 1Y | +23.0% | +45.8% | -22.8% | +10.3% |
| 3Y | +92.9% | +104.7% | -11.7% | +52.7% |
| All | +92.9% | +101.9% | -8.9% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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