-10.2%
TQQQ vs DGX
+45.7%
-55.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -0.4% | -18.5% | -19.1% |
| 7D | -27.1% | +0.7% | -27.8% | -27.0% |
| 30D | -40.1% | +11.5% | -51.6% | -36.9% |
| 3M | -30.6% | +8.4% | -39.0% | -27.7% |
| 6M | -24.8% | +34.5% | -59.3% | -13.2% |
| YTD | -3.7% | +49.3% | -53.0% | +13.4% |
| 1Y | -10.2% | +45.3% | -55.5% | +4.7% |
| All | -10.2% | +45.7% | -55.9% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling