+95.2%
QQQM vs TYL
-29.1%
+124.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.0% | -8.6% | +9.6% | +3.9% |
| 30D | -0.6% | +7.5% | -8.2% | -3.3% |
| 3M | +1.3% | +10.9% | -9.6% | -3.5% |
| 6M | +18.2% | -6.7% | +24.9% | +19.4% |
| YTD | +16.9% | -24.5% | +41.4% | +28.1% |
| 1Y | +24.0% | -38.6% | +62.7% | +49.1% |
| 3Y | +96.0% | -12.6% | +108.7% | +89.5% |
| 5Y | +95.2% | -28.2% | +123.4% | +100.6% |
| All | +95.2% | -29.1% | +124.3% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling