+105.2%
TQQQ vs FHN
+88.4%
+16.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.8% |
| 7D | -1.9% | -1.2% | -0.7% | -1.3% |
| 30D | -4.9% | -4.8% | -0.1% | -2.4% |
| 3M | -6.4% | -0.7% | -5.7% | -6.4% |
| 6M | +44.4% | +10.6% | +33.8% | +36.6% |
| YTD | +35.2% | +4.6% | +30.6% | +31.4% |
| 1Y | +49.5% | +11.4% | +38.1% | +40.1% |
| 3Y | +250.7% | +132.3% | +118.5% | +152.5% |
| All | +105.2% | +88.4% | +16.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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