+133.0%
QQQM vs TSLL
-57.4%
+190.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.8% | +12.0% | +1.6% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +0.2% | +17.8% | -17.5% | -2.2% |
| 3M | -2.8% | -37.0% | +34.2% | +0.8% |
| 6M | +18.1% | -37.7% | +55.8% | +21.7% |
| YTD | +17.4% | -51.4% | +68.7% | +23.9% |
| 1Y | +25.7% | -23.4% | +49.0% | +23.9% |
| 3Y | +94.1% | -30.8% | +124.9% | +68.4% |
| All | +133.0% | -57.4% | +190.4% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling