+213.2%
TQQQ vs COMP
-49.7%
+262.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -3.0% | -13.9% | +10.8% | +2.1% |
| 3M | -2.7% | +30.7% | -33.4% | -12.6% |
| 6M | +45.4% | +18.7% | +26.8% | +32.4% |
| YTD | +36.3% | +1.0% | +35.2% | +29.9% |
| 1Y | +53.4% | +15.1% | +38.3% | +37.1% |
| 3Y | +265.6% | +219.8% | +45.8% | +94.3% |
| 5Y | +101.7% | -28.7% | +130.4% | +56.5% |
| All | +213.2% | -49.7% | +262.9% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling