+242.0%
TQQQ vs FFIV
+147.5%
+94.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -1.8% |
| 7D | -3.9% | +1.6% | -5.5% | -5.6% |
| 30D | -5.3% | -3.7% | -1.5% | -2.2% |
| 3M | +0.1% | +2.0% | -1.8% | -2.4% |
| 6M | +40.7% | +39.3% | +1.4% | -0.9% |
| YTD | +31.8% | +56.1% | -24.3% | -19.1% |
| 1Y | +48.2% | +22.0% | +26.3% | +17.8% |
| All | +242.0% | +147.5% | +94.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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