+12,781.5%
TQQQ vs FANG
+1,412.9%
+11,368.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -1.9% | +2.9% | -4.8% | -3.1% |
| 30D | -4.9% | +2.6% | -7.5% | -6.0% |
| 3M | -6.4% | +7.6% | -14.0% | -10.4% |
| 6M | +44.4% | +17.3% | +27.1% | +31.4% |
| YTD | +35.2% | +38.7% | -3.5% | +13.7% |
| 1Y | +49.5% | +51.6% | -2.1% | +20.2% |
| 3Y | +250.7% | +50.0% | +200.8% | +182.6% |
| 5Y | +104.7% | +237.6% | -132.9% | +16.7% |
| 10Y | +3,029.5% | +180.7% | +2,848.9% | +1,472.9% |
| All | +12,781.5% | +1,412.9% | +11,368.6% | +2,990.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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