+33,565.4%
TQQQ vs EWJ
+232.0%
+33,333.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.0% |
| 7D | -3.9% | -1.5% | -2.4% | -0.6% |
| 30D | -5.3% | +0.2% | -5.4% | -5.5% |
| 3M | +0.1% | +8.6% | -8.5% | -14.8% |
| 6M | +40.7% | +12.1% | +28.5% | +13.4% |
| YTD | +31.8% | +20.1% | +11.7% | -10.2% |
| 1Y | +48.2% | +25.2% | +23.1% | -7.7% |
| 3Y | +253.6% | +70.8% | +182.9% | +16.9% |
| 5Y | +99.6% | +49.2% | +50.4% | +7.3% |
| 10Y | +2,951.5% | +138.6% | +2,812.9% | +776.0% |
| All | +33,565.4% | +232.0% | +33,333.4% | +5,959.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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