+1,570.9%
QQQ vs TSM
+13,902.0%
-12,331.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.0% |
| 7D | +0.4% | +2.7% | -2.4% | -0.8% |
| 30D | +0.2% | +3.6% | -3.4% | -1.3% |
| 3M | -2.8% | -3.4% | +0.6% | -2.0% |
| 6M | +18.0% | +20.6% | -2.6% | +7.8% |
| YTD | +17.3% | +41.9% | -24.6% | -0.2% |
| 1Y | +25.6% | +84.4% | -58.8% | -4.7% |
| 3Y | +93.7% | +380.2% | -286.5% | -5.6% |
| 5Y | +94.2% | +275.3% | -181.2% | +2.5% |
| 10Y | +557.9% | +1,751.4% | -1,193.5% | +72.5% |
| All | +1,570.9% | +13,902.0% | -12,331.1% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling