+195.0%
TQQQ vs EXC
+31.9%
+163.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.0% | -3.0% |
| 7D | +10.4% | +1.4% | +9.0% | +11.2% |
| 30D | -22.2% | +8.6% | -30.7% | -18.5% |
| 3M | -25.1% | +2.4% | -27.5% | -23.7% |
| 6M | -25.0% | +6.5% | -31.5% | -22.0% |
| YTD | +10.1% | +9.0% | +1.0% | +16.1% |
| 1Y | +11.0% | +4.6% | +6.5% | +15.8% |
| 3Y | +195.0% | +33.5% | +161.5% | +240.8% |
| All | +195.0% | +31.9% | +163.1% | +240.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling