+11.6%
QQQM vs TSLL
-44.0%
+55.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +1.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.7% |
| 30D | -7.5% | +2.7% | -10.1% | -8.4% |
| 3M | -3.8% | +26.3% | -30.1% | -8.4% |
| 6M | -3.0% | -37.2% | +34.2% | +0.2% |
| YTD | +12.8% | -44.2% | +57.0% | +15.8% |
| 1Y | +11.6% | -44.0% | +55.6% | +13.8% |
| All | +11.6% | -44.0% | +55.6% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling