+96.6%
QQQM vs TYL
-10.9%
+107.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.4% |
| 7D | +1.5% | -7.6% | +9.1% | +2.4% |
| 30D | -0.7% | +11.3% | -12.0% | -2.0% |
| 3M | +0.4% | +14.5% | -14.1% | -1.7% |
| 6M | +20.1% | -7.1% | +27.2% | +22.2% |
| YTD | +17.2% | -23.4% | +40.6% | +25.2% |
| 1Y | +24.7% | -38.6% | +63.3% | +42.2% |
| 3Y | +96.6% | -11.3% | +107.9% | +100.2% |
| All | +96.6% | -10.9% | +107.4% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling