+152.0%
QQQM vs THC
+862.7%
-710.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -1.2% | -1.2% | 0.0% | -1.1% |
| 3M | -0.1% | +52.3% | -52.4% | -7.3% |
| 6M | +18.0% | +12.4% | +5.5% | +14.9% |
| YTD | +16.7% | +32.7% | -16.0% | +10.0% |
| 1Y | +23.0% | +36.4% | -13.3% | +15.1% |
| 3Y | +93.3% | +259.3% | -166.0% | +47.9% |
| 5Y | +96.3% | +262.7% | -166.4% | +45.4% |
| All | +152.0% | +862.7% | -710.7% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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