+433.1%
TSM vs QQQM
+152.5%
+280.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.5% |
| 7D | +4.8% | +1.0% | +3.8% | +3.6% |
| 30D | +4.0% | -0.6% | +4.7% | +4.9% |
| 3M | +2.0% | +1.3% | +0.7% | +1.3% |
| 6M | +25.5% | +18.2% | +7.3% | +5.2% |
| YTD | +44.0% | +16.9% | +27.1% | +22.5% |
| 1Y | +75.4% | +24.0% | +51.4% | +40.4% |
| 3Y | +406.7% | +96.0% | +310.7% | +161.2% |
| 5Y | +285.0% | +95.2% | +189.8% | +100.3% |
| All | +433.1% | +152.5% | +280.7% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling