+2,876.9%
TQQQ vs ADP
+286.3%
+2,590.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.1% |
| 7D | -1.9% | -2.8% | +0.8% | +1.9% |
| 30D | -4.9% | +0.2% | -5.1% | -5.9% |
| 3M | -6.4% | +20.5% | -26.9% | -34.7% |
| 6M | +44.4% | +28.8% | +15.6% | -14.5% |
| YTD | +35.2% | +6.6% | +28.5% | +6.9% |
| 1Y | +49.5% | -6.9% | +56.4% | +44.9% |
| 3Y | +250.7% | +16.1% | +234.6% | +133.2% |
| 5Y | +104.7% | +49.3% | +55.4% | +5.1% |
| All | +2,876.9% | +286.3% | +2,590.6% | +535.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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