+2,448.5%
TQQQ vs ES
+98.2%
+2,350.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | +10.4% | +2.7% | +7.7% | +8.3% |
| 30D | -22.2% | +7.6% | -29.8% | -27.1% |
| 3M | -25.1% | +0.5% | -25.6% | -26.4% |
| 6M | -25.0% | +7.6% | -32.6% | -31.2% |
| YTD | +10.1% | +10.2% | -0.2% | -2.4% |
| 1Y | +11.0% | +1.8% | +9.2% | +3.5% |
| 3Y | +195.0% | +55.4% | +139.6% | +73.1% |
| 5Y | +46.6% | +7.3% | +39.3% | +25.9% |
| All | +2,448.5% | +98.2% | +2,350.3% | +1,711.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling