+250.7%
TQQQ vs ETR
+143.8%
+106.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | -1.9% | -1.8% | -0.1% | -1.4% |
| 30D | -4.9% | -1.8% | -3.1% | -4.4% |
| 3M | -6.4% | -3.6% | -2.8% | -5.5% |
| 6M | +44.4% | +2.6% | +41.8% | +41.7% |
| YTD | +35.2% | +16.0% | +19.1% | +26.5% |
| 1Y | +49.5% | +20.1% | +29.4% | +38.6% |
| 3Y | +250.7% | +143.6% | +107.1% | +202.6% |
| All | +250.7% | +143.8% | +106.9% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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