+152.5%
QQQM vs TTD
-77.8%
+230.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.0% | -4.6% | +5.6% | +1.8% |
| 30D | -0.6% | +3.7% | -4.3% | -1.4% |
| 3M | +1.3% | -30.2% | +31.5% | +6.5% |
| 6M | +18.2% | -51.4% | +69.6% | +31.3% |
| YTD | +16.9% | -63.4% | +80.4% | +35.8% |
| 1Y | +24.0% | -73.5% | +97.6% | +52.1% |
| 3Y | +96.0% | -83.5% | +179.5% | +141.2% |
| 5Y | +95.2% | -80.9% | +176.1% | +116.4% |
| All | +152.5% | -77.8% | +230.3% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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