+105.2%
TQQQ vs DT
-27.6%
+132.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +3.1% |
| 7D | -1.9% | -1.6% | -0.3% | -0.7% |
| 30D | -4.9% | +3.0% | -7.9% | -7.9% |
| 3M | -6.4% | +26.5% | -32.9% | -26.7% |
| 6M | +44.4% | +35.9% | +8.5% | +0.4% |
| YTD | +35.2% | +17.8% | +17.3% | +6.1% |
| 1Y | +49.5% | +4.1% | +45.5% | +31.9% |
| 3Y | +250.7% | +5.3% | +245.4% | +203.8% |
| All | +105.2% | -27.6% | +132.7% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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