+93.7%
QQQM vs TPR
+279.7%
-186.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.4% |
| 7D | +1.0% | -7.3% | +8.3% | +2.5% |
| 30D | -0.6% | -30.7% | +30.1% | +6.6% |
| 3M | +1.3% | -21.6% | +22.9% | +5.5% |
| 6M | +18.2% | -21.3% | +39.5% | +22.4% |
| YTD | +16.9% | -10.2% | +27.1% | +17.1% |
| 1Y | +24.0% | +9.5% | +14.5% | +17.9% |
| All | +93.7% | +279.7% | -186.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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