+34,426.4%
TQQQ vs FERG
+1,262.5%
+33,163.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.3% |
| 7D | -1.9% | -2.6% | +0.6% | -0.8% |
| 30D | -4.9% | -8.9% | +4.0% | -1.1% |
| 3M | -6.4% | -2.0% | -4.4% | -5.4% |
| 6M | +44.4% | -3.2% | +47.6% | +46.7% |
| YTD | +35.2% | +1.5% | +33.7% | +34.7% |
| 1Y | +49.5% | +0.5% | +49.0% | +49.4% |
| 3Y | +250.7% | +50.4% | +200.3% | +206.9% |
| 5Y | +104.7% | +68.7% | +36.0% | +74.4% |
| 10Y | +3,029.5% | +351.3% | +2,678.2% | +2,276.5% |
| All | +34,426.4% | +1,262.5% | +33,163.9% | +27,052.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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