+105.2%
TQQQ vs ETR
+122.3%
-17.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.8% |
| 7D | -1.9% | -1.8% | -0.1% | -0.9% |
| 30D | -4.9% | -1.8% | -3.1% | -3.9% |
| 3M | -6.4% | -3.6% | -2.8% | -4.7% |
| 6M | +44.4% | +2.6% | +41.8% | +39.4% |
| YTD | +35.2% | +16.0% | +19.1% | +19.8% |
| 1Y | +49.5% | +20.1% | +29.4% | +29.6% |
| 3Y | +250.7% | +143.6% | +107.1% | +75.5% |
| All | +105.2% | +122.3% | -17.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling