+94.6%
QQQM vs TAP
-2.6%
+97.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.3% | -5.3% | +4.0% | -0.6% |
| 30D | -1.4% | -7.4% | +6.0% | -0.5% |
| 3M | +2.2% | -4.9% | +7.1% | +2.5% |
| 6M | +16.9% | -14.2% | +31.1% | +19.0% |
| YTD | +15.7% | -14.8% | +30.5% | +17.4% |
| 1Y | +22.7% | -18.1% | +40.8% | +25.3% |
| 3Y | +93.9% | -32.7% | +126.6% | +104.7% |
| 5Y | +94.6% | -0.5% | +95.0% | +87.2% |
| All | +94.6% | -2.6% | +97.1% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling