+253.4%
TQQQ vs ARM
+371.0%
-117.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.3% |
| 7D | +2.8% | +12.5% | -9.7% | -2.9% |
| 30D | -3.0% | -1.4% | -1.7% | -2.6% |
| 3M | -2.7% | -18.7% | +15.9% | +6.1% |
| 6M | +45.4% | +124.6% | -79.2% | -6.9% |
| YTD | +36.3% | +141.7% | -105.5% | -16.2% |
| 1Y | +53.4% | +87.7% | -34.3% | +6.4% |
| All | +253.4% | +371.0% | -117.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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