-10.2%
TQQQ vs AUR
-10.8%
+0.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -1.2% | -17.7% | -18.3% |
| 7D | -27.1% | -8.5% | -18.6% | -23.9% |
| 30D | -40.1% | -29.9% | -10.2% | -29.2% |
| 3M | -30.6% | -39.8% | +9.2% | -12.7% |
| 6M | -24.8% | -38.3% | +13.5% | -7.4% |
| YTD | -3.7% | +4.9% | -8.7% | -8.0% |
| 1Y | -10.2% | -9.6% | -0.6% | -9.4% |
| All | -10.2% | -10.8% | +0.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling