+96.3%
QQQ vs TPR
+307.9%
-211.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | +0.2% | -23.0% | +23.2% | +5.2% |
| 3M | -2.8% | -12.5% | +9.7% | -1.0% |
| 6M | +18.0% | -21.4% | +39.4% | +22.5% |
| YTD | +17.3% | -3.5% | +20.8% | +15.8% |
| 1Y | +25.6% | +17.4% | +8.2% | +17.7% |
| All | +96.3% | +307.9% | -211.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling