+256.4%
TQQQ vs ARM
+366.2%
-109.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -2.1% |
| 7D | +4.4% | +11.4% | -7.0% | -1.0% |
| 30D | -3.1% | -7.4% | +4.3% | +0.3% |
| 3M | -5.2% | -24.5% | +19.3% | +7.1% |
| 6M | +52.4% | +128.7% | -76.3% | -3.3% |
| YTD | +37.4% | +139.3% | -101.8% | -15.1% |
| 1Y | +56.0% | +88.0% | -32.0% | +8.1% |
| All | +256.4% | +366.2% | -109.8% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling