+96.2%
QQQ vs TSM
+404.7%
-308.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -1.0% |
| 7D | +1.5% | +6.0% | -4.5% | -0.7% |
| 30D | -0.6% | +4.5% | -5.2% | -2.3% |
| 3M | +0.4% | +3.1% | -2.7% | -1.2% |
| 6M | +20.1% | +30.2% | -10.2% | +7.8% |
| YTD | +17.2% | +45.2% | -28.0% | +0.7% |
| 1Y | +24.7% | +79.6% | -54.9% | -1.5% |
| 3Y | +96.2% | +411.0% | -314.8% | 0.0% |
| All | +96.2% | +404.7% | -308.6% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling