+195.0%
TQQQ vs F
+45.8%
+149.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +10.4% | -3.1% | +13.5% | +12.4% |
| 30D | -22.2% | 0.0% | -22.2% | -22.4% |
| 3M | -25.1% | -13.2% | -11.9% | -19.3% |
| 6M | -25.0% | -10.2% | -14.8% | -21.6% |
| YTD | +10.1% | -4.9% | +15.0% | +9.9% |
| 1Y | +11.0% | -6.1% | +17.1% | +11.8% |
| 3Y | +195.0% | +46.0% | +149.0% | +115.5% |
| All | +195.0% | +45.8% | +149.2% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling