+101.2%
TQQQ vs COMP
-32.0%
+133.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.0% |
| 7D | +4.4% | +4.1% | +0.3% | +2.8% |
| 30D | -3.1% | -14.5% | +11.4% | +2.5% |
| 3M | -5.2% | +41.8% | -47.0% | -17.7% |
| 6M | +52.4% | +23.6% | +28.8% | +36.3% |
| YTD | +37.4% | +1.7% | +35.7% | +30.5% |
| 1Y | +56.0% | +12.6% | +43.4% | +40.1% |
| 3Y | +268.7% | +221.9% | +46.8% | +91.7% |
| 5Y | +101.2% | -28.1% | +129.4% | +73.8% |
| All | +101.2% | -32.0% | +133.3% | +73.8% |
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