+2,997.4%
QQQ vs TNA
+944.8%
+2,052.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.7% |
| 7D | +1.0% | -3.6% | +4.6% | +1.9% |
| 30D | -0.6% | -10.1% | +9.4% | +1.9% |
| 3M | +1.3% | +2.7% | -1.4% | +0.4% |
| 6M | +18.1% | +38.4% | -20.3% | +7.9% |
| YTD | +16.9% | +45.4% | -28.6% | +4.8% |
| 1Y | +24.0% | +55.9% | -32.0% | +8.2% |
| 3Y | +95.6% | +109.8% | -14.2% | +45.6% |
| 5Y | +94.5% | -22.5% | +117.0% | +69.6% |
| 10Y | +571.7% | +87.5% | +484.2% | +273.3% |
| All | +2,997.4% | +944.8% | +2,052.6% | +660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling