+1,480.5%
QQQ vs TSM
+12,620.8%
-11,140.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.1% |
| 7D | -0.3% | -2.5% | +2.3% | +0.7% |
| 30D | -9.6% | -14.3% | +4.7% | -3.8% |
| 3M | -5.9% | -7.2% | +1.3% | -3.4% |
| 6M | -4.3% | -5.1% | +0.8% | -3.2% |
| YTD | +11.0% | +28.9% | -17.9% | -2.1% |
| 1Y | +11.9% | +37.1% | -25.1% | -3.8% |
| 3Y | +86.7% | +341.5% | -254.8% | -6.0% |
| 5Y | +77.1% | +245.7% | -168.6% | -3.5% |
| 10Y | +517.9% | +1,502.2% | -984.3% | +71.6% |
| All | +1,480.5% | +12,620.8% | -11,140.2% | +56.8% |
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