+152.0%
QQQM vs TSCO
+21.8%
+130.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -0.6% | -5.7% | +5.1% | +0.9% |
| 30D | -1.2% | -8.8% | +7.6% | +1.1% |
| 3M | -0.1% | +6.3% | -6.4% | -2.1% |
| 6M | +18.0% | -32.3% | +50.2% | +31.0% |
| YTD | +16.7% | -32.7% | +49.4% | +29.2% |
| 1Y | +23.0% | -43.7% | +66.7% | +44.0% |
| 3Y | +93.3% | -19.7% | +113.0% | +95.0% |
| 5Y | +96.3% | -11.6% | +107.9% | +88.9% |
| All | +152.0% | +21.8% | +130.3% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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