+85.6%
TQQQ vs ADVB
-97.1%
+182.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.0% | -3.1% | +6.6% |
| 7D | -2.9% | +10.5% | -13.4% | -3.1% |
| 30D | -24.1% | -56.0% | +31.9% | -23.3% |
| 3M | -17.1% | -70.1% | +53.0% | -16.1% |
| 6M | -21.1% | -53.7% | +32.6% | -23.3% |
| YTD | +15.3% | -60.3% | +75.6% | +10.7% |
| 1Y | +8.9% | -73.1% | +82.1% | +8.2% |
| All | +85.6% | -97.1% | +182.7% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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