+83.6%
QQQM vs TPR
+403.8%
-320.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -6.7% | +15.1% | -21.8% | -9.4% |
| 3M | -7.0% | +3.5% | -10.5% | -7.9% |
| 6M | -4.6% | +0.4% | -5.1% | -5.9% |
| YTD | +11.1% | +4.6% | +6.5% | +7.7% |
| 1Y | +12.3% | +33.1% | -20.8% | +2.5% |
| 3Y | +83.6% | +396.0% | -312.3% | +24.8% |
| All | +83.6% | +403.8% | -320.1% | +24.8% |
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