+250.7%
TQQQ vs BRO
-7.6%
+258.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -1.9% | -7.3% | +5.4% | -1.7% |
| 30D | -4.9% | -6.9% | +2.0% | -4.7% |
| 3M | -6.4% | +10.7% | -17.1% | -9.1% |
| 6M | +44.4% | -2.7% | +47.1% | +46.2% |
| YTD | +35.2% | -16.3% | +51.5% | +45.0% |
| 1Y | +49.5% | -29.1% | +78.6% | +75.1% |
| 3Y | +250.7% | -7.8% | +258.5% | +251.4% |
| All | +250.7% | -7.6% | +258.3% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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