+99.6%
TQQQ vs BP
+139.4%
-39.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.7% |
| 7D | -3.9% | +5.7% | -9.7% | -6.5% |
| 30D | -5.3% | +8.1% | -13.3% | -9.1% |
| 3M | +0.1% | +8.6% | -8.5% | -5.3% |
| 6M | +40.7% | +18.1% | +22.5% | +23.4% |
| YTD | +31.8% | +37.6% | -5.8% | +3.9% |
| 1Y | +48.2% | +39.4% | +8.8% | +15.0% |
| 3Y | +253.6% | +40.1% | +213.6% | +167.0% |
| 5Y | +99.6% | +141.3% | -41.7% | +5.4% |
| All | +99.6% | +139.4% | -39.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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