+94.4%
QQQ vs TPR
+230.0%
-135.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.9% |
| 7D | +1.5% | -3.4% | +4.9% | +2.4% |
| 30D | -0.6% | -27.3% | +26.7% | +7.6% |
| 3M | +0.4% | -16.2% | +16.7% | +4.2% |
| 6M | +20.1% | -17.9% | +37.9% | +24.5% |
| YTD | +17.2% | -7.1% | +24.3% | +16.7% |
| 1Y | +24.7% | +13.6% | +11.1% | +16.2% |
| 3Y | +96.2% | +293.7% | -197.6% | +18.5% |
| 5Y | +94.4% | +239.1% | -144.7% | +17.9% |
| All | +94.4% | +230.0% | -135.6% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling