+45.6%
TQQQ vs COMP
-13.7%
+59.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.7% | +4.5% | +8.0% |
| 7D | -3.2% | +14.5% | -17.7% | -7.6% |
| 30D | -29.2% | +14.9% | -44.1% | -32.9% |
| 3M | -22.5% | -14.2% | -8.3% | -18.5% |
| 6M | -24.2% | +23.7% | -47.9% | -31.6% |
| YTD | +9.9% | +2.1% | +7.8% | +3.7% |
| 1Y | +9.7% | +26.2% | -16.5% | -4.8% |
| 3Y | +211.3% | +470.9% | -259.6% | +26.5% |
| 5Y | +45.6% | -14.0% | +59.6% | +33.7% |
| All | +45.6% | -13.7% | +59.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling