+96.6%
QQQM vs TSLL
-28.0%
+124.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -1.0% |
| 7D | +1.5% | +5.8% | -4.3% | +0.7% |
| 30D | -0.7% | +21.7% | -22.4% | -3.3% |
| 3M | +0.4% | -28.2% | +28.7% | +2.5% |
| 6M | +20.1% | -29.5% | +49.5% | +21.8% |
| YTD | +17.2% | -47.5% | +64.8% | +22.2% |
| 1Y | +24.7% | -20.8% | +45.5% | +22.9% |
| 3Y | +96.6% | -26.7% | +123.3% | +78.2% |
| All | +96.6% | -28.0% | +124.5% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling