+105.2%
TQQQ vs ADI
+140.0%
-34.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | -4.6% |
| 7D | -1.9% | +4.6% | -6.5% | -8.4% |
| 30D | -4.9% | -1.2% | -3.7% | -3.5% |
| 3M | -6.4% | -7.8% | +1.4% | +5.9% |
| 6M | +44.4% | +19.3% | +25.1% | +8.4% |
| YTD | +35.2% | +40.9% | -5.7% | -23.1% |
| 1Y | +49.5% | +54.5% | -5.0% | -26.8% |
| 3Y | +250.7% | +123.4% | +127.3% | -14.8% |
| All | +105.2% | +140.0% | -34.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 5y: compounded portfolio wealth divided by compounded ADI 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…
5y analysis · Full analysis span regression · 6 months rolling