+552.9%
QQQ vs TT
+954.8%
-401.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -1.3% | -1.0% | -0.3% | -0.8% |
| 30D | -1.4% | -8.9% | +7.5% | +2.8% |
| 3M | +2.3% | -1.8% | +4.1% | +2.9% |
| 6M | +16.9% | +1.9% | +15.0% | +15.1% |
| YTD | +15.6% | +13.8% | +1.8% | +7.7% |
| 1Y | +22.6% | +6.1% | +16.5% | +17.5% |
| 3Y | +93.5% | +119.6% | -26.0% | +29.7% |
| 5Y | +93.9% | +145.9% | -51.9% | +20.1% |
| All | +552.9% | +954.8% | -401.9% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling