+35,102.5%
TQQQ vs ES
+404.0%
+34,698.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -0.6% | -2.0% | +1.3% | +0.9% |
| 3M | -14.9% | +1.7% | -16.6% | -17.8% |
| 6M | +44.6% | -3.5% | +48.1% | +45.3% |
| YTD | +37.8% | +7.9% | +29.9% | +23.3% |
| 1Y | +59.2% | +17.2% | +42.0% | +28.2% |
| 3Y | +254.1% | +29.3% | +224.8% | +131.9% |
| 5Y | +100.6% | -5.7% | +106.3% | +87.7% |
| 10Y | +2,857.5% | +85.2% | +2,772.3% | +1,141.0% |
| All | +35,102.5% | +404.0% | +34,698.5% | +2,058.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling