+93.7%
QQQM vs TMF
-42.1%
+135.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -0.6% | -1.0% | +0.3% | -0.6% |
| 3M | +1.3% | -11.3% | +12.6% | +1.8% |
| 6M | +18.2% | -22.7% | +40.9% | +19.3% |
| YTD | +16.9% | -17.3% | +34.3% | +17.8% |
| 1Y | +24.0% | -22.5% | +46.5% | +25.2% |
| All | +93.7% | -42.1% | +135.8% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling