+77.5%
QQQ vs TSM
+262.0%
-184.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +3.6% | +6.2% | -2.6% | +1.0% |
| 30D | -6.7% | -7.3% | +0.5% | -4.0% |
| 3M | -7.0% | -7.1% | +0.1% | -4.5% |
| 6M | -4.7% | +0.2% | -4.9% | -5.8% |
| YTD | +11.1% | +32.2% | -21.2% | -3.3% |
| 1Y | +12.3% | +42.8% | -30.5% | -5.5% |
| 3Y | +83.3% | +330.4% | -247.1% | -12.3% |
| All | +77.5% | +262.0% | -184.5% | -12.0% |
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