+101.2%
TQQQ vs FICO
+102.0%
-0.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +4.4% | -15.4% | +19.8% | +14.2% |
| 30D | -3.1% | -10.4% | +7.3% | +1.5% |
| 3M | -5.2% | -22.7% | +17.5% | +2.4% |
| 6M | +52.4% | -36.8% | +89.2% | +83.7% |
| YTD | +37.4% | -44.8% | +82.2% | +83.4% |
| 1Y | +56.0% | -39.3% | +95.3% | +79.7% |
| 3Y | +268.7% | +3.7% | +265.0% | +115.8% |
| 5Y | +101.2% | +101.7% | -0.5% | -29.2% |
| All | +101.2% | +102.0% | -0.7% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling