+153.2%
QQQM vs TT
+267.3%
-114.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | +1.6% | -0.1% | +0.8% |
| 30D | -0.7% | -7.3% | +6.7% | +2.6% |
| 3M | +0.4% | -2.6% | +3.0% | +1.3% |
| 6M | +20.1% | +5.9% | +14.2% | +16.3% |
| YTD | +17.2% | +15.4% | +1.8% | +8.7% |
| 1Y | +24.7% | +8.2% | +16.5% | +18.7% |
| 3Y | +96.6% | +122.7% | -26.1% | +32.4% |
| 5Y | +95.0% | +145.0% | -49.9% | +14.9% |
| All | +153.2% | +267.3% | -114.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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