+96.4%
QQQM vs TJX
+95.5%
+1.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -4.6% | +4.0% | +1.4% |
| 30D | -1.2% | -17.2% | +16.0% | +6.9% |
| 3M | -0.1% | -24.9% | +24.8% | +12.4% |
| 6M | +18.0% | -19.7% | +37.6% | +28.1% |
| YTD | +16.7% | -17.2% | +33.9% | +24.6% |
| 1Y | +23.0% | -9.4% | +32.5% | +25.1% |
| 3Y | +93.3% | +43.1% | +50.3% | +53.7% |
| All | +96.4% | +95.5% | +1.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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