+2,448.5%
TQQQ vs EXC
+205.3%
+2,243.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.0% | -4.9% |
| 7D | +10.4% | +1.4% | +9.0% | +9.0% |
| 30D | -22.2% | +8.6% | -30.7% | -28.7% |
| 3M | -25.1% | +2.4% | -27.5% | -27.8% |
| 6M | -25.0% | +6.5% | -31.5% | -32.1% |
| YTD | +10.1% | +9.0% | +1.0% | -5.4% |
| 1Y | +11.0% | +4.6% | +6.5% | -0.9% |
| 3Y | +195.0% | +33.5% | +161.5% | +79.8% |
| 5Y | +46.6% | +41.4% | +5.2% | -15.4% |
| All | +2,448.5% | +205.3% | +2,243.2% | +745.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling