+149.8%
QQQM vs TMF
-91.0%
+240.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.9% |
| 7D | -1.3% | -4.8% | +3.5% | -1.0% |
| 30D | -1.4% | -4.9% | +3.5% | -1.2% |
| 3M | +2.2% | -13.4% | +15.6% | +2.8% |
| 6M | +16.9% | -23.0% | +39.9% | +18.1% |
| YTD | +15.7% | -20.2% | +35.8% | +16.7% |
| 1Y | +22.7% | -26.5% | +49.2% | +24.1% |
| 3Y | +93.9% | -45.2% | +139.1% | +96.3% |
| 5Y | +94.6% | -88.4% | +183.0% | +102.7% |
| All | +149.8% | -91.0% | +240.8% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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