+182.0%
TQQQ vs FGI
-69.1%
+251.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | +2.8% | +14.7% | -11.9% | +2.2% |
| 30D | -3.0% | +67.0% | -70.0% | -7.3% |
| 3M | -2.7% | +31.0% | -33.7% | -6.3% |
| 6M | +45.4% | +126.8% | -81.4% | +32.9% |
| YTD | +36.3% | +35.6% | +0.6% | +27.4% |
| 1Y | +53.4% | +108.9% | -55.5% | +35.9% |
| 3Y | +265.6% | -0.3% | +265.8% | +232.4% |
| All | +182.0% | -69.1% | +251.1% | +192.7% |
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