+23.0%
QQQ vs TSM
+68.2%
-45.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | -0.6% | +1.0% | -1.6% | -1.0% |
| 30D | -1.2% | +1.0% | -2.2% | -1.6% |
| 3M | -0.2% | +2.9% | -3.1% | -1.8% |
| 6M | +17.9% | +22.8% | -4.9% | +8.6% |
| YTD | +16.6% | +43.3% | -26.7% | +1.8% |
| 1Y | +23.0% | +69.2% | -46.2% | +4.4% |
| All | +23.0% | +68.2% | -45.3% | +4.4% |
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