+12.9%
TQQQ vs F
+2.7%
+10.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +1.4% |
| 7D | -14.0% | +6.0% | -20.0% | -16.6% |
| 30D | -25.1% | +4.3% | -29.4% | -26.9% |
| 3M | -16.7% | -10.1% | -6.6% | -12.3% |
| 6M | -3.7% | +12.8% | -16.5% | -14.5% |
| YTD | +18.8% | -0.1% | +18.8% | +9.9% |
| 1Y | +12.9% | +3.7% | +9.2% | +1.0% |
| All | +12.9% | +2.7% | +10.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling