+93.9%
QQQ vs TTMI
+798.2%
-704.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.7% |
| 7D | -1.3% | +6.0% | -7.3% | -2.6% |
| 30D | -1.4% | -6.4% | +5.1% | -0.4% |
| 3M | +2.3% | -28.9% | +31.2% | +8.4% |
| 6M | +16.9% | +26.9% | -10.0% | +6.3% |
| YTD | +15.6% | +77.3% | -61.7% | -5.2% |
| 1Y | +22.6% | +147.5% | -124.9% | -10.1% |
| 3Y | +93.5% | +847.6% | -754.1% | -9.0% |
| 5Y | +93.9% | +802.2% | -708.3% | -10.8% |
| All | +93.9% | +798.2% | -704.3% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling