+152.0%
QQQM vs TMUS
+58.7%
+93.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -1.2% | +3.5% | -4.7% | -2.0% |
| 3M | -0.1% | -1.3% | +1.2% | -0.3% |
| 6M | +18.0% | -13.6% | +31.6% | +21.4% |
| YTD | +16.7% | -8.8% | +25.4% | +17.9% |
| 1Y | +23.0% | -22.9% | +45.9% | +30.7% |
| 3Y | +93.3% | +36.7% | +56.6% | +60.7% |
| 5Y | +96.3% | +46.6% | +49.7% | +59.3% |
| All | +152.0% | +58.7% | +93.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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