+4.3%
QQQ vs TSM
+21.9%
-17.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -10.8% | +4.3% | -2.1% |
| 7D | -9.5% | -18.2% | +8.7% | -2.0% |
| 30D | -14.8% | -26.8% | +12.0% | -3.7% |
| 3M | -9.7% | -14.5% | +4.8% | -4.0% |
| 6M | -4.9% | -10.0% | +5.2% | -1.2% |
| YTD | +5.7% | +17.1% | -11.4% | -1.5% |
| 1Y | +4.3% | +21.5% | -17.2% | -5.1% |
| All | +4.3% | +21.9% | -17.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 1y: compounded portfolio wealth divided by compounded TSM 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…
1y analysis · Full analysis span regression · 6 months rolling