+605.6%
QQQ vs TRU
+226.0%
+379.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.0% | -6.5% | +7.5% | +3.3% |
| 30D | -0.6% | -2.5% | +1.9% | 0.0% |
| 3M | +1.3% | +10.4% | -9.1% | -3.5% |
| 6M | +18.1% | +1.6% | +16.5% | +15.2% |
| YTD | +16.9% | -9.7% | +26.6% | +17.9% |
| 1Y | +24.0% | -17.3% | +41.2% | +28.3% |
| 3Y | +95.6% | -1.8% | +97.4% | +79.0% |
| 5Y | +94.5% | -36.2% | +130.7% | +108.8% |
| 10Y | +571.7% | +143.2% | +428.5% | +334.1% |
| All | +605.6% | +226.0% | +379.6% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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