+35,000.4%
TQQQ vs FFIV
+681.6%
+34,318.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +4.4% | -1.5% | +5.9% | +6.0% |
| 30D | -3.1% | -2.7% | -0.5% | -1.1% |
| 3M | -5.2% | -1.7% | -3.5% | -4.0% |
| 6M | +52.4% | +36.1% | +16.3% | +10.6% |
| YTD | +37.4% | +52.6% | -15.2% | -12.1% |
| 1Y | +56.0% | +21.5% | +34.5% | +22.1% |
| 3Y | +268.7% | +142.7% | +126.0% | +51.7% |
| 5Y | +101.2% | +92.6% | +8.7% | +18.8% |
| 10Y | +2,840.4% | +225.5% | +2,614.9% | +1,142.6% |
| All | +35,000.4% | +681.6% | +34,318.8% | +5,889.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling