+558.6%
QQQ vs TTMI
+1,127.6%
-569.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.1% |
| 7D | -0.6% | +0.7% | -1.2% | -0.8% |
| 30D | -1.2% | -8.4% | +7.2% | +0.4% |
| 3M | -0.2% | -32.5% | +32.3% | +7.7% |
| 6M | +17.9% | +32.5% | -14.6% | +5.3% |
| YTD | +16.6% | +83.2% | -66.6% | -6.3% |
| 1Y | +23.0% | +161.7% | -138.7% | -12.2% |
| 3Y | +92.9% | +890.1% | -797.2% | -9.7% |
| 5Y | +95.6% | +832.4% | -736.8% | -9.8% |
| All | +558.6% | +1,127.6% | -569.0% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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