+99.6%
TQQQ vs ADM
+67.3%
+32.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -3.9% | +3.0% | -6.9% | -5.1% |
| 30D | -5.3% | +8.7% | -14.0% | -8.7% |
| 3M | +0.1% | +7.6% | -7.5% | -3.4% |
| 6M | +40.7% | +26.9% | +13.8% | +25.7% |
| YTD | +31.8% | +54.3% | -22.5% | +7.3% |
| 1Y | +48.2% | +45.7% | +2.6% | +22.8% |
| 3Y | +253.6% | +21.9% | +231.7% | +213.5% |
| 5Y | +99.6% | +67.2% | +32.4% | +46.2% |
| All | +99.6% | +67.3% | +32.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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