+18.0%
QQQ vs TSM
+20.6%
-2.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.0% |
| 7D | +0.4% | +2.7% | -2.4% | -0.7% |
| 30D | +0.2% | +3.6% | -3.4% | -1.3% |
| 3M | -2.8% | -3.4% | +0.6% | -2.3% |
| 6M | +18.0% | +20.6% | -2.6% | +8.7% |
| All | +18.0% | +20.6% | -2.6% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling