+86.1%
QQQ vs TSM
+343.5%
-257.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -1.9% | +0.7% |
| 7D | -0.2% | +4.4% | -4.7% | -2.0% |
| 30D | -7.5% | -7.0% | -0.5% | -5.1% |
| 3M | -3.8% | -1.8% | -2.0% | -3.5% |
| 6M | -3.0% | +2.7% | -5.7% | -4.8% |
| YTD | +12.8% | +37.1% | -24.3% | -1.2% |
| 1Y | +11.6% | +43.5% | -31.9% | -3.9% |
| All | +86.1% | +343.5% | -257.3% | +4.9% |
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