+140.0%
QQQM vs TMF
-91.5%
+231.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +3.6% | -9.3% | +12.9% | +4.0% |
| 30D | -6.7% | +1.9% | -8.7% | -6.8% |
| 3M | -7.0% | -11.2% | +4.2% | -6.6% |
| 6M | -4.6% | -17.7% | +13.1% | -3.9% |
| YTD | +11.1% | -24.5% | +35.5% | +12.3% |
| 1Y | +12.3% | -29.4% | +41.7% | +13.8% |
| 3Y | +83.6% | -33.4% | +117.1% | +84.6% |
| 5Y | +78.1% | -88.7% | +166.8% | +85.7% |
| All | +140.0% | -91.5% | +231.4% | +153.0% |
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