+1,481.8%
QQQ vs TT
+3,928.2%
-2,446.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | +3.6% | +4.0% | -0.4% | +2.0% |
| 30D | -6.7% | -11.3% | +4.6% | -2.1% |
| 3M | -7.0% | -12.3% | +5.3% | -2.1% |
| 6M | -4.7% | -10.8% | +6.2% | -0.6% |
| YTD | +11.1% | +8.2% | +2.9% | +6.4% |
| 1Y | +12.3% | +1.5% | +10.8% | +10.3% |
| 3Y | +83.3% | +91.5% | -8.2% | +37.6% |
| 5Y | +77.5% | +130.2% | -52.7% | +22.0% |
| 10Y | +528.3% | +727.9% | -199.6% | +151.4% |
| All | +1,481.8% | +3,928.2% | -2,446.4% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling