+94.6%
QQQM vs THC
+254.2%
-159.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | -1.4% | +1.5% | -2.9% | -1.7% |
| 3M | +2.2% | +59.9% | -57.7% | -7.3% |
| 6M | +16.9% | +11.0% | +5.9% | +13.7% |
| YTD | +15.7% | +32.6% | -16.9% | +8.0% |
| 1Y | +22.7% | +37.4% | -14.7% | +13.2% |
| 3Y | +93.9% | +252.5% | -158.6% | +39.4% |
| 5Y | +94.6% | +262.3% | -167.8% | +35.3% |
| All | +94.6% | +254.2% | -159.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling