+105.2%
TQQQ vs AUR
-35.1%
+140.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | -1.9% | +1.4% | -3.3% | -2.4% |
| 30D | -4.9% | -6.4% | +1.6% | -3.1% |
| 3M | -6.4% | +7.7% | -14.1% | -8.8% |
| 6M | +44.4% | +44.5% | -0.1% | +26.0% |
| YTD | +35.2% | +67.4% | -32.3% | +11.4% |
| 1Y | +49.5% | +15.4% | +34.1% | +38.7% |
| 3Y | +250.7% | +94.8% | +155.9% | +119.9% |
| All | +105.2% | -35.1% | +140.2% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling