+206.2%
TQQQ vs ES
+52.1%
+154.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +18.6% | -1.1% | +19.7% | +18.6% |
| 30D | -24.0% | +8.2% | -32.2% | -24.2% |
| 3M | -19.6% | +0.6% | -20.2% | -19.4% |
| 6M | -19.8% | +6.0% | -25.8% | -20.4% |
| YTD | +14.3% | +9.3% | +4.9% | +12.7% |
| 1Y | +8.2% | +1.1% | +7.0% | +7.5% |
| All | +206.2% | +52.1% | +154.1% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling