+12.9%
TQQQ vs ESI
+27.8%
-14.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +6.6% |
| 7D | -14.0% | -6.6% | -7.4% | -9.1% |
| 30D | -25.1% | -10.9% | -14.2% | -17.7% |
| 3M | -16.7% | -13.8% | -2.8% | -6.2% |
| 6M | -3.7% | -21.5% | +17.8% | +17.0% |
| YTD | +18.8% | +34.7% | -15.9% | -3.2% |
| 1Y | +12.9% | +24.9% | -12.0% | -1.9% |
| All | +12.9% | +27.8% | -14.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling