+129.7%
QQQM vs TSLL
-55.2%
+184.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.8% |
| 7D | -1.3% | -7.3% | +6.1% | -0.5% |
| 30D | -1.4% | +15.8% | -17.1% | -3.6% |
| 3M | +2.2% | -19.5% | +21.6% | +3.0% |
| 6M | +16.9% | -32.1% | +48.9% | +19.2% |
| YTD | +15.7% | -48.9% | +64.5% | +21.4% |
| 1Y | +22.7% | -23.4% | +46.1% | +21.0% |
| 3Y | +93.9% | -28.6% | +122.5% | +67.8% |
| All | +129.7% | -55.2% | +184.9% | +117.5% |
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