+132.2%
QQQM vs TSLL
-54.1%
+186.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | +5.1% | -4.1% | +0.2% |
| 30D | -0.6% | +20.0% | -20.6% | -3.3% |
| 3M | +1.3% | -23.8% | +25.1% | +2.8% |
| 6M | +18.2% | -30.3% | +48.5% | +20.1% |
| YTD | +16.9% | -47.7% | +64.6% | +22.3% |
| 1Y | +24.0% | -21.2% | +45.2% | +21.9% |
| 3Y | +96.0% | -26.9% | +122.9% | +69.1% |
| All | +132.2% | -54.1% | +186.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling