+149.8%
QQQM vs TYL
-15.1%
+164.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -1.3% | -11.5% | +10.3% | +2.7% |
| 30D | -1.4% | +3.9% | -5.2% | -2.9% |
| 3M | +2.2% | +10.8% | -8.6% | -2.8% |
| 6M | +16.9% | -5.3% | +22.2% | +17.1% |
| YTD | +15.7% | -26.1% | +41.8% | +27.1% |
| 1Y | +22.7% | -38.5% | +61.2% | +45.8% |
| 3Y | +93.9% | -14.5% | +108.4% | +90.1% |
| 5Y | +94.6% | -28.9% | +123.4% | +101.7% |
| All | +149.8% | -15.1% | +164.9% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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