+95.7%
QQQ vs TNA
-23.3%
+119.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.6% | -7.3% | +6.7% | +1.4% |
| 30D | -1.2% | -14.2% | +13.0% | +2.8% |
| 3M | -0.2% | -4.6% | +4.4% | +0.8% |
| 6M | +17.9% | +36.9% | -19.0% | +7.2% |
| YTD | +16.6% | +42.5% | -25.9% | +4.2% |
| 1Y | +23.0% | +45.8% | -22.8% | +8.0% |
| 3Y | +92.9% | +104.7% | -11.7% | +38.9% |
| All | +95.7% | -23.3% | +119.0% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling