+250.7%
TQQQ vs BTDR
+4.4%
+246.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +1.8% |
| 7D | -1.9% | -3.4% | +1.5% | -1.2% |
| 30D | -4.9% | +32.6% | -37.4% | -10.8% |
| 3M | -6.4% | -32.2% | +25.8% | -0.7% |
| 6M | +44.4% | +52.4% | -8.0% | +29.7% |
| YTD | +35.2% | +6.7% | +28.5% | +28.2% |
| 1Y | +49.5% | -15.2% | +64.7% | +43.0% |
| 3Y | +250.7% | +14.9% | +235.8% | +168.4% |
| All | +250.7% | +4.4% | +246.4% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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