+33.6%
TSLA vs QQQM
+94.0%
-60.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -1.1% |
| 7D | +3.2% | -0.6% | +3.8% | +4.2% |
| 30D | +11.6% | -1.2% | +12.8% | +14.2% |
| 3M | -8.4% | -0.1% | -8.3% | -7.8% |
| 6M | -10.4% | +18.0% | -28.3% | -33.1% |
| YTD | -18.7% | +16.7% | -35.4% | -38.2% |
| 1Y | -0.9% | +23.0% | -24.0% | -31.3% |
| 3Y | +33.6% | +93.3% | -59.8% | -50.7% |
| All | +33.6% | +94.0% | -60.5% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling