+2,951.3%
QQQ vs TRI
+507.2%
+2,444.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | +1.0% | -8.4% | +9.4% | +4.5% |
| 30D | -0.6% | -6.5% | +5.8% | +1.6% |
| 3M | +1.3% | +18.6% | -17.3% | -8.7% |
| 6M | +18.1% | -10.4% | +28.6% | +18.5% |
| YTD | +16.9% | -23.7% | +40.6% | +24.3% |
| 1Y | +24.0% | -42.5% | +66.4% | +50.6% |
| 3Y | +95.6% | -19.3% | +114.9% | +96.2% |
| 5Y | +94.5% | -9.7% | +104.2% | +83.8% |
| 10Y | +571.7% | +194.4% | +377.3% | +253.9% |
| All | +2,951.3% | +507.2% | +2,444.1% | +775.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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