+104.1%
TQQQ vs BROS
+38.3%
+65.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | 0.0% |
| 7D | +2.8% | -6.6% | +9.4% | +5.8% |
| 30D | -3.0% | -12.3% | +9.3% | +2.3% |
| 3M | -2.7% | -22.2% | +19.5% | +5.6% |
| 6M | +45.4% | -14.3% | +59.7% | +50.1% |
| YTD | +36.3% | -26.6% | +62.8% | +49.6% |
| 1Y | +53.4% | -31.5% | +84.9% | +72.0% |
| 3Y | +265.6% | +62.3% | +203.3% | +159.9% |
| All | +104.1% | +38.3% | +65.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 all: compounded portfolio wealth divided by compounded BROS 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…
all analysis · Full analysis span regression · 6 months rolling