+105.2%
TQQQ vs FFIV
+101.9%
+3.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.8% | -1.8% |
| 7D | -1.9% | +5.4% | -7.4% | -8.9% |
| 30D | -4.9% | -2.7% | -2.2% | -2.4% |
| 3M | -6.4% | +4.5% | -10.9% | -13.3% |
| 6M | +44.4% | +42.2% | +2.2% | -14.0% |
| YTD | +35.2% | +61.3% | -26.1% | -34.6% |
| 1Y | +49.5% | +23.0% | +26.5% | +3.4% |
| 3Y | +250.7% | +156.3% | +94.5% | -26.4% |
| All | +105.2% | +101.9% | +3.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling