+152.0%
QQQM vs TFC
+53.8%
+98.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -0.6% | -2.4% | +1.9% | +0.1% |
| 30D | -1.2% | -3.4% | +2.2% | -0.3% |
| 3M | -0.1% | +0.4% | -0.5% | -0.5% |
| 6M | +18.0% | +12.7% | +5.3% | +13.4% |
| YTD | +16.7% | +5.6% | +11.1% | +14.1% |
| 1Y | +23.0% | +16.0% | +7.0% | +16.9% |
| 3Y | +93.3% | +94.0% | -0.6% | +58.0% |
| 5Y | +96.3% | +16.2% | +80.1% | +82.9% |
| All | +152.0% | +53.8% | +98.3% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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