+195.0%
TQQQ vs ARM
+265.0%
-70.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +1.0% | -1.4% |
| 7D | +10.4% | +9.1% | +1.3% | +5.8% |
| 30D | -22.2% | -19.9% | -2.2% | -12.6% |
| 3M | -25.1% | -31.6% | +6.5% | -10.6% |
| 6M | -25.0% | -13.9% | -11.1% | -21.8% |
| YTD | +10.1% | +74.3% | -64.2% | -20.6% |
| 1Y | +11.0% | +35.8% | -24.7% | -9.6% |
| 3Y | +195.0% | +268.6% | -73.6% | +92.3% |
| All | +195.0% | +265.0% | -70.0% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling