+99.6%
TQQQ vs FDS
-28.1%
+127.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.8% | +2.5% | +0.6% |
| 7D | -3.9% | -16.0% | +12.1% | +7.7% |
| 30D | -5.3% | -6.7% | +1.5% | -1.6% |
| 3M | +0.1% | +6.0% | -5.8% | -9.8% |
| 6M | +40.7% | +25.1% | +15.6% | +2.2% |
| YTD | +31.8% | -8.1% | +39.9% | +30.9% |
| 1Y | +48.2% | -26.0% | +74.2% | +86.0% |
| 3Y | +253.6% | -36.4% | +290.0% | +433.5% |
| 5Y | +99.6% | -27.7% | +127.3% | +265.5% |
| All | +99.6% | -28.1% | +127.7% | +265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling