+12.3%
QQQM vs TTMI
+9.6%
+2.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.1% | +11.1% | +2.4% |
| 7D | -4.6% | -19.2% | +14.6% | -1.9% |
| 30D | -8.5% | -44.9% | +36.4% | -1.5% |
| 3M | -4.3% | -44.7% | +40.4% | +2.5% |
| 6M | +3.1% | -53.4% | +56.5% | +12.3% |
| YTD | +13.1% | +6.3% | +6.7% | +9.5% |
| 1Y | +12.3% | +10.7% | +1.6% | +7.2% |
| All | +12.3% | +9.6% | +2.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling