+552.9%
QQQ vs TPR
+318.3%
+234.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -1.3% | -5.1% | +3.9% | -0.1% |
| 30D | -1.4% | -27.6% | +26.2% | +5.6% |
| 3M | +2.3% | -17.5% | +19.7% | +6.0% |
| 6M | +16.9% | -21.3% | +38.2% | +22.0% |
| YTD | +15.6% | -8.5% | +24.1% | +16.0% |
| 1Y | +22.6% | +11.5% | +11.2% | +16.8% |
| 3Y | +93.5% | +288.0% | -194.5% | +33.2% |
| 5Y | +93.9% | +225.2% | -131.3% | +35.5% |
| All | +552.9% | +318.3% | +234.6% | +301.2% |
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