+153.5%
QQQM vs TYL
-7.8%
+161.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.5% |
| 7D | +0.4% | -3.7% | +4.0% | +1.6% |
| 30D | +0.2% | +18.7% | -18.5% | -5.6% |
| 3M | -2.8% | +18.1% | -20.9% | -9.4% |
| 6M | +18.1% | -1.1% | +19.2% | +16.9% |
| YTD | +17.4% | -19.8% | +37.2% | +25.6% |
| 1Y | +25.7% | -34.3% | +60.0% | +46.5% |
| 3Y | +94.1% | -8.2% | +102.3% | +86.4% |
| 5Y | +94.9% | -25.4% | +120.3% | +99.1% |
| All | +153.5% | -7.8% | +161.3% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling