+1,570.9%
QQQ vs TT
+4,216.4%
-2,645.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +0.2% | -7.2% | +7.4% | +3.2% |
| 3M | -2.8% | -3.0% | +0.2% | -1.9% |
| 6M | +18.0% | +1.4% | +16.6% | +16.7% |
| YTD | +17.3% | +15.9% | +1.4% | +9.4% |
| 1Y | +25.6% | +9.4% | +16.2% | +19.6% |
| 3Y | +93.7% | +124.4% | -30.6% | +35.8% |
| 5Y | +94.2% | +138.0% | -43.9% | +31.6% |
| 10Y | +557.9% | +886.4% | -328.5% | +145.3% |
| All | +1,570.9% | +4,216.4% | -2,645.5% | +182.1% |
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