+152.0%
QQQM vs TDY
+86.0%
+66.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | -0.6% | -1.1% | +0.6% | -0.1% |
| 30D | -1.2% | -12.0% | +10.8% | +4.6% |
| 3M | -0.1% | -3.2% | +3.1% | +1.3% |
| 6M | +18.0% | -7.9% | +25.8% | +21.9% |
| YTD | +16.7% | +18.2% | -1.5% | +7.1% |
| 1Y | +23.0% | +6.7% | +16.4% | +18.2% |
| 3Y | +93.3% | +47.5% | +45.8% | +57.6% |
| 5Y | +96.3% | +39.5% | +56.8% | +61.3% |
| All | +152.0% | +86.0% | +66.1% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling