+35,000.4%
TQQQ vs FDS
+455.9%
+34,544.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +4.7% |
| 7D | +4.4% | -5.4% | +9.7% | +10.9% |
| 30D | -3.1% | +1.6% | -4.7% | -6.3% |
| 3M | -5.2% | +17.7% | -22.9% | -31.1% |
| 6M | +52.4% | +29.1% | +23.3% | -10.5% |
| YTD | +37.4% | +1.0% | +36.4% | +6.3% |
| 1Y | +56.0% | -21.6% | +77.6% | +60.1% |
| 3Y | +268.7% | -30.1% | +298.8% | +340.8% |
| 5Y | +101.2% | -20.7% | +122.0% | +120.3% |
| 10Y | +2,840.4% | +78.3% | +2,762.1% | +1,043.2% |
| All | +35,000.4% | +455.9% | +34,544.5% | +2,511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling