+153.5%
QQQM vs TMF
-90.5%
+244.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +0.2% | -2.8% | +3.1% | +0.4% |
| 3M | -2.8% | -10.9% | +8.1% | -2.3% |
| 6M | +18.1% | -21.3% | +39.4% | +19.2% |
| YTD | +17.4% | -15.9% | +33.2% | +18.1% |
| 1Y | +25.7% | -15.7% | +41.4% | +26.4% |
| 3Y | +94.1% | -43.4% | +137.5% | +96.1% |
| 5Y | +94.9% | -87.8% | +182.6% | +102.5% |
| All | +153.5% | -90.5% | +244.0% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling