+430.5%
TSM vs QQQM
+152.0%
+278.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.7% |
| 30D | +1.0% | -1.2% | +2.2% | +2.4% |
| 3M | +2.9% | -0.1% | +3.0% | +3.8% |
| 6M | +22.8% | +18.0% | +4.9% | +3.2% |
| YTD | +43.3% | +16.7% | +26.6% | +22.2% |
| 1Y | +69.2% | +23.0% | +46.1% | +36.7% |
| 3Y | +404.5% | +93.3% | +311.2% | +163.7% |
| 5Y | +282.2% | +96.3% | +185.9% | +97.8% |
| All | +430.5% | +152.0% | +278.6% | +114.5% |
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