+99.6%
TQQQ vs ES
-6.2%
+105.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -3.9% | -3.5% | -0.4% | -2.5% |
| 30D | -5.3% | -3.0% | -2.3% | -4.1% |
| 3M | +0.1% | -0.3% | +0.4% | -0.6% |
| 6M | +40.7% | -5.2% | +45.8% | +42.4% |
| YTD | +31.8% | +4.8% | +27.0% | +26.3% |
| 1Y | +48.2% | +12.7% | +35.5% | +34.4% |
| 3Y | +253.6% | +27.5% | +226.1% | +180.0% |
| 5Y | +99.6% | -4.7% | +104.3% | +118.6% |
| All | +99.6% | -6.2% | +105.8% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling