+152.0%
QQQM vs TW
+72.7%
+79.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -0.6% | -4.5% | +3.9% | +0.6% |
| 30D | -1.2% | -2.3% | +1.1% | -0.7% |
| 3M | -0.1% | +2.6% | -2.7% | -1.7% |
| 6M | +18.0% | -17.5% | +35.5% | +23.7% |
| YTD | +16.7% | -5.3% | +22.0% | +16.4% |
| 1Y | +23.0% | -14.8% | +37.8% | +27.0% |
| 3Y | +93.3% | +18.8% | +74.5% | +69.9% |
| 5Y | +96.3% | +20.7% | +75.6% | +65.6% |
| All | +152.0% | +72.7% | +79.4% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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