+99.6%
TQQQ vs ADP
+45.3%
+54.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -4.3% |
| 7D | -3.9% | -5.7% | +1.8% | +3.1% |
| 30D | -5.3% | -1.4% | -3.9% | -4.3% |
| 3M | +0.1% | +16.6% | -16.4% | -24.1% |
| 6M | +40.7% | +24.9% | +15.7% | -8.5% |
| YTD | +31.8% | +5.6% | +26.2% | +12.2% |
| 1Y | +48.2% | -6.0% | +54.3% | +51.5% |
| 3Y | +253.6% | +14.5% | +239.2% | +146.6% |
| 5Y | +99.6% | +47.9% | +51.7% | -11.2% |
| All | +99.6% | +45.3% | +54.3% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling