+49.5%
TQQQ vs FDS
-27.2%
+76.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.4% |
| 7D | -1.9% | -14.0% | +12.1% | -4.0% |
| 30D | -4.9% | -6.2% | +1.4% | -5.5% |
| 3M | -6.4% | +10.2% | -16.6% | -4.2% |
| 6M | +44.4% | +27.4% | +16.9% | +46.9% |
| YTD | +35.2% | -9.3% | +44.4% | +37.1% |
| 1Y | +49.5% | -28.6% | +78.2% | +46.7% |
| All | +49.5% | -27.2% | +76.8% | +46.7% |
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