+1,570.9%
QQQ vs TRMB
+4,618.3%
-3,047.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +0.4% | -2.5% | +2.9% | +1.1% |
| 30D | +0.2% | +1.5% | -1.3% | -0.3% |
| 3M | -2.8% | +6.8% | -9.6% | -5.2% |
| 6M | +18.0% | -14.9% | +32.9% | +22.6% |
| YTD | +17.3% | -24.1% | +41.4% | +25.7% |
| 1Y | +25.6% | -25.4% | +51.0% | +35.0% |
| 3Y | +93.7% | +8.0% | +85.7% | +84.2% |
| 5Y | +94.2% | -37.3% | +131.5% | +114.0% |
| 10Y | +557.9% | +116.8% | +441.0% | +399.8% |
| All | +1,570.9% | +4,618.3% | -3,047.3% | +436.4% |
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