+28,011.2%
TQQQ vs F
+120.4%
+27,890.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +10.4% | -3.1% | +13.5% | +13.5% |
| 30D | -22.2% | 0.0% | -22.2% | -22.7% |
| 3M | -25.1% | -13.2% | -11.9% | -16.5% |
| 6M | -25.0% | -10.2% | -14.8% | -20.4% |
| YTD | +10.1% | -4.9% | +15.0% | +9.2% |
| 1Y | +11.0% | -6.1% | +17.1% | +11.4% |
| 3Y | +195.0% | +46.0% | +149.0% | +79.0% |
| 5Y | +46.6% | -15.7% | +62.3% | +52.4% |
| 10Y | +2,362.5% | +64.3% | +2,298.1% | +1,055.8% |
| All | +28,011.2% | +120.4% | +27,890.7% | +10,935.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling