+152.5%
QQQM vs TSN
+5.6%
+146.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | +1.0% | -7.3% | +8.3% | +1.8% |
| 30D | -0.6% | -8.6% | +8.0% | +0.3% |
| 3M | +1.3% | -7.5% | +8.8% | +1.9% |
| 6M | +18.2% | -14.1% | +32.3% | +19.7% |
| YTD | +16.9% | -9.4% | +26.4% | +17.5% |
| 1Y | +24.0% | -4.1% | +28.1% | +23.4% |
| 3Y | +96.0% | +10.3% | +85.7% | +87.9% |
| 5Y | +95.2% | -19.7% | +114.9% | +105.6% |
| All | +152.5% | +5.6% | +146.9% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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