+36.0%
TSM vs QQQM
+11.6%
+24.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -3.7% |
| 7D | -10.0% | -4.6% | -5.3% | -3.1% |
| 30D | -18.5% | -8.5% | -10.0% | -6.5% |
| 3M | -4.9% | -4.3% | -0.6% | +2.0% |
| 6M | -1.0% | +3.1% | -4.0% | -4.4% |
| YTD | +31.3% | +13.1% | +18.2% | +10.3% |
| 1Y | +36.0% | +12.3% | +23.7% | +15.5% |
| All | +36.0% | +11.6% | +24.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling