+242.0%
TQQQ vs FDX
+60.4%
+181.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.9% |
| 7D | -3.9% | -3.9% | -0.1% | -1.2% |
| 30D | -5.3% | -3.3% | -2.0% | -3.2% |
| 3M | +0.1% | -2.0% | +2.1% | +1.7% |
| 6M | +40.7% | +8.0% | +32.6% | +32.0% |
| YTD | +31.8% | +35.0% | -3.2% | +4.3% |
| 1Y | +48.2% | +73.7% | -25.4% | -3.3% |
| All | +242.0% | +60.4% | +181.5% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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