+152.0%
QQQM vs TMO
+32.7%
+119.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -0.6% | -0.6% | +0.1% | -0.3% |
| 30D | -1.2% | +1.1% | -2.3% | -1.7% |
| 3M | -0.1% | +28.3% | -28.4% | -9.6% |
| 6M | +18.0% | +23.3% | -5.3% | +7.7% |
| YTD | +16.7% | +5.5% | +11.2% | +13.2% |
| 1Y | +23.0% | +24.5% | -1.5% | +10.8% |
| 3Y | +93.3% | +19.6% | +73.8% | +72.2% |
| 5Y | +96.3% | +8.1% | +88.2% | +80.2% |
| All | +152.0% | +32.7% | +119.4% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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