+184.4%
TQQQ vs FGI
-69.8%
+254.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +4.4% | +5.2% | -0.8% | +4.1% |
| 30D | -3.1% | +65.2% | -68.3% | -7.3% |
| 3M | -5.2% | +30.2% | -35.3% | -8.7% |
| 6M | +52.4% | +87.8% | -35.4% | +40.3% |
| YTD | +37.4% | +32.5% | +5.0% | +28.7% |
| 1Y | +56.0% | +93.6% | -37.6% | +38.8% |
| 3Y | +268.7% | -2.6% | +271.3% | +235.5% |
| All | +184.4% | -69.8% | +254.2% | +195.5% |
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