+105.2%
TQQQ vs ELF
+217.5%
-112.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.0% |
| 7D | -1.9% | -11.6% | +9.7% | +3.6% |
| 30D | -4.9% | +4.6% | -9.5% | -7.3% |
| 3M | -6.4% | +59.7% | -66.1% | -25.5% |
| 6M | +44.4% | +21.2% | +23.2% | +28.4% |
| YTD | +35.2% | +27.4% | +7.7% | +14.5% |
| 1Y | +49.5% | -29.8% | +79.3% | +61.1% |
| 3Y | +250.7% | -28.5% | +279.2% | +185.8% |
| All | +105.2% | +217.5% | -112.4% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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