+287.5%
TSM vs QQQI
+57.7%
+229.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.4% |
| 7D | +4.8% | +0.8% | +3.9% | +3.3% |
| 30D | +4.0% | +0.2% | +3.9% | +3.8% |
| 3M | +2.0% | +2.3% | -0.4% | -1.0% |
| 6M | +25.5% | +11.6% | +13.9% | +6.3% |
| YTD | +44.0% | +11.3% | +32.7% | +22.9% |
| 1Y | +75.4% | +17.4% | +58.0% | +38.0% |
| All | +287.5% | +57.7% | +229.8% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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