+82.1%
QQQ vs TSM
+275.5%
-193.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -1.9% | +0.5% |
| 7D | -0.2% | +4.4% | -4.7% | -2.2% |
| 30D | -7.5% | -7.0% | -0.5% | -4.8% |
| 3M | -3.8% | -1.8% | -2.0% | -3.5% |
| 6M | -3.0% | +2.7% | -5.7% | -5.1% |
| YTD | +12.8% | +37.1% | -24.3% | -3.3% |
| 1Y | +11.6% | +43.5% | -31.9% | -6.3% |
| 3Y | +85.6% | +341.5% | -255.9% | -12.1% |
| 5Y | +82.1% | +278.9% | -196.7% | -11.0% |
| All | +82.1% | +275.5% | -193.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling