+123.4%
TQQQ vs FGI
-70.0%
+193.4%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | -6.6% | -4.1% | -2.5% | -6.4% |
| 30D | -30.4% | -3.4% | -27.1% | -30.4% |
| 3M | -23.2% | +61.8% | -85.0% | -26.7% |
| 6M | -25.5% | +17.0% | -42.6% | -28.3% |
| YTD | +7.9% | +31.4% | -23.5% | +0.8% |
| 1Y | +1.1% | +42.7% | -41.6% | -6.4% |
| 3Y | +186.6% | -0.1% | +186.8% | +159.6% |
| All | +123.4% | -70.0% | +193.4% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling