+2,802.7%
TQQQ vs ES
+83.3%
+2,719.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.8% |
| 7D | -3.9% | -3.5% | -0.4% | -1.4% |
| 30D | -5.3% | -3.0% | -2.3% | -3.3% |
| 3M | +0.1% | -0.3% | +0.4% | -0.9% |
| 6M | +40.7% | -5.2% | +45.8% | +43.3% |
| YTD | +31.8% | +4.8% | +27.0% | +22.9% |
| 1Y | +48.2% | +12.7% | +35.5% | +27.6% |
| 3Y | +253.6% | +27.5% | +226.1% | +150.4% |
| 5Y | +99.6% | -4.7% | +104.3% | +91.6% |
| All | +2,802.7% | +83.3% | +2,719.4% | +2,007.5% |
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