+888.1%
QQQ vs TPR
+8,066.7%
-7,178.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | -0.2% | +6.4% | -6.6% | -2.1% |
| 30D | -7.5% | +13.8% | -21.2% | -11.0% |
| 3M | -3.8% | -16.6% | +12.8% | -0.2% |
| 6M | -3.0% | +0.7% | -3.7% | -4.8% |
| YTD | +12.8% | +5.3% | +7.4% | +8.4% |
| 1Y | +11.6% | +32.4% | -20.8% | +0.5% |
| 3Y | +85.6% | +406.4% | -320.8% | +11.0% |
| 5Y | +82.1% | +227.9% | -145.8% | +19.4% |
| 10Y | +538.0% | +371.7% | +166.3% | +227.3% |
| All | +888.1% | +8,066.7% | -7,178.6% | +98.9% |
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 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