+156.2%
QQQM vs TSLQ
-97.2%
+253.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.8% |
| 7D | -0.6% | -6.6% | +6.0% | -1.4% |
| 30D | -1.2% | -24.3% | +23.1% | -4.3% |
| 3M | -0.1% | -3.6% | +3.5% | +1.7% |
| 6M | +18.0% | -12.0% | +29.9% | +20.6% |
| YTD | +16.7% | +1.4% | +15.3% | +22.3% |
| 1Y | +23.0% | -43.6% | +66.6% | +21.8% |
| 3Y | +93.3% | -95.4% | +188.7% | +67.6% |
| All | +156.2% | -97.2% | +253.5% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling