+152.0%
QQQM vs TNA
+73.6%
+78.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.6% | -7.3% | +6.7% | +1.3% |
| 30D | -1.2% | -14.2% | +13.0% | +2.5% |
| 3M | -0.1% | -4.6% | +4.5% | +0.8% |
| 6M | +18.0% | +36.9% | -19.0% | +8.1% |
| YTD | +16.7% | +42.5% | -25.9% | +5.3% |
| 1Y | +23.0% | +45.8% | -22.7% | +9.3% |
| 3Y | +93.3% | +104.7% | -11.3% | +44.3% |
| 5Y | +96.3% | -21.7% | +118.0% | +64.9% |
| All | +152.0% | +73.6% | +78.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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