+12.9%
TQQQ vs FDS
+31.1%
-18.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +3.3% |
| 7D | -14.0% | +9.4% | -23.4% | -12.4% |
| 30D | -25.1% | +23.8% | -48.9% | -22.3% |
| 3M | -16.7% | +25.1% | -41.8% | -13.1% |
| 6M | -3.7% | +53.8% | -57.5% | +3.3% |
| YTD | +18.8% | +19.6% | -0.8% | +27.8% |
| 1Y | +12.9% | +31.6% | -18.7% | +24.3% |
| All | +12.9% | +31.1% | -18.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling