+94.4%
QQQ vs TT
+146.0%
-51.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | +1.6% | -0.1% | +0.8% |
| 30D | -0.6% | -7.3% | +6.7% | +2.9% |
| 3M | +0.4% | -2.6% | +3.0% | +1.3% |
| 6M | +20.1% | +5.9% | +14.2% | +15.8% |
| YTD | +17.2% | +15.4% | +1.8% | +7.7% |
| 1Y | +24.7% | +8.2% | +16.4% | +17.9% |
| 3Y | +96.2% | +122.7% | -26.5% | +23.1% |
| 5Y | +94.4% | +145.0% | -50.6% | +3.7% |
| All | +94.4% | +146.0% | -51.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling