+145.5%
TSLA vs QQQM
+152.0%
-6.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -1.0% |
| 7D | +3.2% | -0.6% | +3.8% | +4.2% |
| 30D | +11.6% | -1.2% | +12.8% | +14.0% |
| 3M | -8.4% | -0.1% | -8.3% | -7.7% |
| 6M | -10.4% | +18.0% | -28.3% | -31.6% |
| YTD | -18.7% | +16.7% | -35.4% | -36.9% |
| 1Y | -0.9% | +23.0% | -24.0% | -29.2% |
| 3Y | +33.6% | +93.3% | -59.8% | -50.8% |
| 5Y | +48.9% | +96.3% | -47.4% | -41.2% |
| All | +145.5% | +152.0% | -6.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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