+523.8%
QQQ vs TPR
+386.9%
+136.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.5% | +12.1% | -13.6% | -4.2% |
| 30D | -10.2% | +16.7% | -26.9% | -13.6% |
| 3M | -6.3% | -17.4% | +11.1% | -3.0% |
| 6M | -4.9% | +2.3% | -7.2% | -6.7% |
| YTD | +10.2% | +7.1% | +3.1% | +6.2% |
| 1Y | +8.8% | +29.5% | -20.7% | 0.0% |
| 3Y | +81.4% | +415.0% | -333.7% | +16.5% |
| 5Y | +78.5% | +261.5% | -183.0% | +21.3% |
| 10Y | +523.8% | +383.3% | +140.5% | +272.5% |
| All | +523.8% | +386.9% | +136.9% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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