+113.5%
TQQQ vs AS
+137.8%
-24.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -0.7% |
| 7D | -6.6% | +4.5% | -11.1% | -8.5% |
| 30D | -30.4% | +13.2% | -43.6% | -35.2% |
| 3M | -23.2% | -11.9% | -11.3% | -17.9% |
| 6M | -25.5% | -11.6% | -14.0% | -21.0% |
| YTD | +7.9% | -14.7% | +22.6% | +16.3% |
| 1Y | +1.1% | +5.7% | -4.6% | -4.0% |
| All | +113.5% | +137.8% | -24.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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