+2,545.7%
TQQQ vs FICO
+524.6%
+2,021.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | +0.4% |
| 7D | +18.6% | +1.4% | +17.2% | +17.4% |
| 30D | -24.0% | -0.8% | -23.2% | -25.9% |
| 3M | -19.6% | -31.3% | +11.7% | -4.8% |
| 6M | -19.8% | -33.9% | +14.2% | -12.2% |
| YTD | +14.3% | -57.6% | +71.8% | +79.9% |
| 1Y | +8.2% | -59.7% | +67.8% | +78.6% |
| 3Y | +203.4% | -28.0% | +231.5% | +106.1% |
| 5Y | +52.2% | +91.0% | -38.7% | -70.1% |
| All | +2,545.7% | +524.6% | +2,021.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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