+85.9%
QQQM vs TYL
+1.2%
+84.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +6.2% | -1.6% | +7.8% | +6.3% |
| 30D | -7.4% | +22.1% | -29.5% | -9.1% |
| 3M | -4.8% | +33.4% | -38.2% | -7.5% |
| 6M | -2.4% | +36.8% | -39.2% | -5.9% |
| YTD | +12.4% | -6.7% | +19.1% | +17.9% |
| 1Y | +11.4% | -9.2% | +20.6% | +17.5% |
| All | +85.9% | +1.2% | +84.6% | +90.8% |
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