+125.3%
TQQQ vs BIYA
-99.8%
+225.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | -3.9% | -1.3% | -2.6% | -3.9% |
| 30D | -5.3% | -15.9% | +10.7% | -5.4% |
| 3M | +0.1% | -81.2% | +81.4% | -0.6% |
| 6M | +40.7% | -88.2% | +128.9% | +41.1% |
| YTD | +31.8% | -94.1% | +125.9% | +33.4% |
| 1Y | +48.2% | -98.7% | +146.9% | +58.5% |
| All | +125.3% | -99.8% | +225.1% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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