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  • TQQQ vs EFA✓SelectedUSD · EFATQQQ vs EFA performance historyLatest closeAs of-3.27%09/10
Stock and ETF performance explorer

TQQQ vs EFA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+33,565.4%
EFA return
+236.3%
Excess return
+33,329.1%
Maximum drawdown
-81.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFAExcessAlpha
1D-3.3%-0.8%-2.4%-1.1%
7D-3.9%-2.4%-1.6%+2.1%
30D-5.3%-2.2%-3.0%+0.5%
3M+0.1%+5.7%-5.5%-10.9%
6M+40.7%+8.2%+32.5%+20.1%
YTD+31.8%+11.8%+20.0%+3.6%
1Y+48.2%+18.3%+29.9%+2.3%
3Y+253.6%+64.9%+188.7%+19.0%
5Y+99.6%+52.4%+47.2%+4.1%
10Y+2,951.5%+142.4%+2,809.1%+755.2%
All+33,565.4%+236.3%+33,329.1%+6,712.7%

Cumulative growth

Daily Returns

Daily percentage return beside EFA.

Daily Out/Under-Performance

Portfolio return minus EFA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EFA 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 all: compounded portfolio wealth divided by compounded EFA 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…

all analysis · Full analysis span regression · 6 months rolling