+23.0%
QQQM vs TLN
-23.3%
+46.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | -1.3% | +0.8% | -0.3% |
| 30D | -1.2% | -14.3% | +13.1% | +1.4% |
| 3M | -0.1% | -9.3% | +9.2% | +1.2% |
| 6M | +18.0% | -1.1% | +19.1% | +17.2% |
| YTD | +16.7% | -16.6% | +33.3% | +18.0% |
| 1Y | +23.0% | -22.0% | +45.0% | +27.5% |
| All | +23.0% | -23.3% | +46.4% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling