+93.3%
QQQM vs TECK
+65.8%
+27.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.6% | -3.8% | +3.3% | +0.3% |
| 30D | -1.2% | +0.7% | -1.9% | -1.6% |
| 3M | -0.1% | +4.6% | -4.7% | -1.8% |
| 6M | +18.0% | +25.1% | -7.2% | +10.4% |
| YTD | +16.7% | +39.2% | -22.5% | +5.7% |
| 1Y | +23.0% | +60.3% | -37.3% | +7.1% |
| 3Y | +93.3% | +62.9% | +30.4% | +62.6% |
| All | +93.3% | +65.8% | +27.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 3y: compounded portfolio wealth divided by compounded TECK 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…
3y analysis · Full analysis span regression · 6 months rolling