+268.7%
TQQQ vs FAST
+91.5%
+177.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.1% |
| 7D | +4.4% | +1.3% | +3.1% | +3.3% |
| 30D | -3.1% | -4.7% | +1.6% | +0.5% |
| 3M | -5.2% | +7.9% | -13.1% | -11.4% |
| 6M | +52.4% | +7.4% | +45.0% | +41.7% |
| YTD | +37.4% | +25.1% | +12.3% | +10.0% |
| 1Y | +56.0% | +4.7% | +51.3% | +46.9% |
| 3Y | +268.7% | +94.7% | +174.0% | +94.5% |
| All | +268.7% | +91.5% | +177.2% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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