+100.1%
TQQQ vs EMR
+62.5%
+37.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -1.4% |
| 7D | -3.9% | -1.2% | -2.7% | -2.2% |
| 30D | -5.3% | -9.4% | +4.2% | +8.8% |
| 3M | +0.1% | +8.6% | -8.4% | -11.4% |
| 6M | +40.7% | +6.7% | +34.0% | +27.0% |
| YTD | +31.8% | +13.1% | +18.7% | +5.0% |
| 1Y | +48.2% | +12.7% | +35.5% | +17.7% |
| 3Y | +253.6% | +58.1% | +195.5% | +67.1% |
| All | +100.1% | +62.5% | +37.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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