+95.2%
QQQM vs TPR
+225.0%
-129.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.6% |
| 7D | +1.0% | -7.3% | +8.3% | +3.0% |
| 30D | -0.6% | -30.7% | +30.1% | +9.0% |
| 3M | +1.3% | -21.6% | +22.9% | +7.0% |
| 6M | +18.2% | -21.3% | +39.5% | +24.0% |
| YTD | +16.9% | -10.2% | +27.1% | +17.4% |
| 1Y | +24.0% | +9.5% | +14.5% | +16.7% |
| 3Y | +96.0% | +280.8% | -184.8% | +19.5% |
| 5Y | +95.2% | +218.7% | -123.5% | +20.4% |
| All | +95.2% | +225.0% | -129.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling