+4.5%
QQQM vs TDY
+16.1%
-11.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.4% | 0.0% | -3.8% |
| 7D | -9.4% | -12.7% | +3.3% | -4.7% |
| 30D | -14.7% | -4.9% | -9.8% | -13.0% |
| 3M | -9.6% | -13.5% | +3.9% | -4.6% |
| 6M | -4.7% | -6.4% | +1.7% | -2.5% |
| YTD | +5.9% | +15.9% | -10.0% | +1.7% |
| 1Y | +4.5% | +15.4% | -10.9% | +0.4% |
| All | +4.5% | +16.1% | -11.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling