+928.0%
QQQ vs TPR
+7,380.8%
-6,452.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +1.0% |
| 30D | +0.2% | -23.0% | +23.2% | +6.9% |
| 3M | -2.8% | -12.5% | +9.7% | -0.2% |
| 6M | +18.0% | -21.4% | +39.4% | +24.1% |
| YTD | +17.3% | -3.5% | +20.8% | +16.1% |
| 1Y | +25.6% | +17.4% | +8.2% | +17.1% |
| 3Y | +93.7% | +291.3% | -197.5% | +25.0% |
| 5Y | +94.2% | +241.9% | -147.8% | +26.1% |
| 10Y | +557.9% | +322.7% | +235.2% | +249.5% |
| All | +928.0% | +7,380.8% | -6,452.8% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling