+33,565.4%
TQQQ vs EME
+3,509.8%
+30,055.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.4% |
| 7D | -3.9% | +0.9% | -4.9% | -5.0% |
| 30D | -5.3% | -8.4% | +3.1% | +3.3% |
| 3M | +0.1% | -3.6% | +3.7% | +2.5% |
| 6M | +40.7% | +3.6% | +37.1% | +32.9% |
| YTD | +31.8% | +22.5% | +9.3% | +2.3% |
| 1Y | +48.2% | +18.2% | +30.0% | +15.9% |
| 3Y | +253.6% | +238.4% | +15.3% | -17.7% |
| 5Y | +99.6% | +550.5% | -450.9% | -76.8% |
| 10Y | +2,951.5% | +1,295.3% | +1,656.2% | +38.3% |
| All | +33,565.4% | +3,509.8% | +30,055.6% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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