+29.4%
TQQQ vs FICO
+81.4%
-52.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -15.7% | -0.9% | -14.8% | -15.5% |
| 30D | -37.5% | +3.3% | -40.9% | -40.5% |
| 3M | -27.3% | -31.7% | +4.4% | -17.2% |
| 6M | -26.7% | -34.0% | +7.3% | -21.9% |
| YTD | -0.3% | -58.3% | +58.0% | +45.6% |
| 1Y | -1.5% | -57.9% | +56.4% | +41.6% |
| 3Y | +184.0% | -24.1% | +208.1% | +87.4% |
| All | +29.4% | +81.4% | -52.1% | -63.1% |
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