+149.8%
QQQM vs TRU
-11.1%
+161.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | -9.4% | +8.1% | +1.7% |
| 30D | -1.4% | -4.1% | +2.7% | -0.3% |
| 3M | +2.2% | +13.6% | -11.4% | -3.0% |
| 6M | +16.9% | +3.6% | +13.3% | +13.7% |
| YTD | +15.7% | -9.8% | +25.5% | +16.9% |
| 1Y | +22.7% | -13.6% | +36.3% | +25.0% |
| 3Y | +93.9% | -2.0% | +95.9% | +81.7% |
| 5Y | +94.6% | -35.8% | +130.4% | +106.8% |
| All | +149.8% | -11.1% | +161.0% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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