+250.7%
TQQQ vs BX
+25.1%
+225.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +0.2% |
| 7D | -1.9% | -5.6% | +3.7% | +3.5% |
| 30D | -4.9% | -12.2% | +7.4% | +7.2% |
| 3M | -6.4% | +7.4% | -13.8% | -14.2% |
| 6M | +44.4% | +22.2% | +22.2% | +13.9% |
| YTD | +35.2% | -14.0% | +49.2% | +52.2% |
| 1Y | +49.5% | -27.3% | +76.8% | +101.6% |
| 3Y | +250.7% | +24.5% | +226.2% | +191.9% |
| All | +250.7% | +25.1% | +225.6% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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