+118.9%
QQQM vs TSLL
-53.8%
+172.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.5% | -11.0% | +9.5% | -0.5% |
| 30D | -10.2% | -5.3% | -4.9% | -10.0% |
| 3M | -6.3% | +20.8% | -27.1% | -9.4% |
| 6M | -4.9% | -36.0% | +31.1% | -2.4% |
| YTD | +10.3% | -47.3% | +57.5% | +14.6% |
| 1Y | +8.8% | -48.4% | +57.3% | +12.8% |
| 3Y | +81.8% | -5.4% | +87.2% | +50.9% |
| All | +118.9% | -53.8% | +172.7% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling