+1,481.8%
QQQ vs TRMB
+4,314.4%
-2,832.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.6% | +2.8% | +0.8% | +2.8% |
| 30D | -6.7% | -5.9% | -0.9% | -5.8% |
| 3M | -7.0% | -3.3% | -3.7% | -7.0% |
| 6M | -4.7% | +1.3% | -6.0% | -6.4% |
| YTD | +11.1% | -29.0% | +40.0% | +20.3% |
| 1Y | +12.3% | -27.8% | +40.0% | +21.0% |
| 3Y | +83.3% | +36.3% | +47.0% | +62.7% |
| 5Y | +77.5% | -35.8% | +113.3% | +93.1% |
| 10Y | +528.3% | +103.1% | +425.2% | +383.1% |
| All | +1,481.8% | +4,314.4% | -2,832.6% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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