+152.0%
QQQM vs TAP
+30.3%
+121.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -0.6% | -3.9% | +3.3% | -0.2% |
| 30D | -1.2% | -5.3% | +4.1% | -0.8% |
| 3M | -0.1% | -3.8% | +3.7% | +0.1% |
| 6M | +18.0% | -11.4% | +29.3% | +19.1% |
| YTD | +16.7% | -13.7% | +30.4% | +17.9% |
| 1Y | +23.0% | -17.2% | +40.2% | +24.8% |
| 3Y | +93.3% | -33.1% | +126.4% | +101.1% |
| 5Y | +96.3% | +0.8% | +95.5% | +96.0% |
| All | +152.0% | +30.3% | +121.7% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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