+138.7%
TQQQ vs FGI
-68.3%
+207.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.9% | +1.0% | +6.6% |
| 7D | -2.9% | +6.9% | -9.8% | -3.1% |
| 30D | -24.1% | +3.9% | -28.0% | -24.2% |
| 3M | -17.1% | +74.3% | -91.4% | -21.1% |
| 6M | -21.1% | +28.9% | -50.1% | -24.4% |
| YTD | +15.3% | +39.1% | -23.8% | +7.5% |
| 1Y | +8.9% | +49.3% | -40.4% | +0.7% |
| 3Y | +206.3% | +5.7% | +200.5% | +176.9% |
| All | +138.7% | -68.3% | +207.0% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling