+101.7%
TQQQ vs F
+41.6%
+60.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +2.3% |
| 7D | +2.8% | -4.9% | +7.7% | +6.8% |
| 30D | -3.0% | -2.9% | -0.2% | -1.3% |
| 3M | -2.7% | -9.1% | +6.3% | +4.2% |
| 6M | +45.4% | +12.9% | +32.5% | +27.5% |
| YTD | +36.3% | +6.1% | +30.2% | +24.9% |
| 1Y | +53.4% | +22.5% | +30.9% | +21.7% |
| 3Y | +265.6% | +32.1% | +233.5% | +146.5% |
| 5Y | +101.7% | +43.7% | +58.0% | +49.4% |
| All | +101.7% | +41.6% | +60.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling