+242.0%
TQQQ vs ADP
+14.5%
+227.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.7% |
| 7D | -3.9% | -5.7% | +1.8% | -1.2% |
| 30D | -5.3% | -1.4% | -3.9% | -4.8% |
| 3M | +0.1% | +16.6% | -16.4% | -10.8% |
| 6M | +40.7% | +24.9% | +15.7% | +16.6% |
| YTD | +31.8% | +5.6% | +26.2% | +30.7% |
| 1Y | +48.2% | -6.0% | +54.3% | +67.4% |
| All | +242.0% | +14.5% | +227.5% | +259.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling