+35,102.5%
TQQQ vs FICO
+4,480.3%
+30,622.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.7% | +17.2% | +15.9% |
| 7D | +0.7% | -19.2% | +19.9% | +19.6% |
| 30D | -0.6% | -14.6% | +13.9% | +10.7% |
| 3M | -14.9% | -20.1% | +5.2% | -7.8% |
| 6M | +44.6% | -36.3% | +80.9% | +80.1% |
| YTD | +37.8% | -44.9% | +82.7% | +94.6% |
| 1Y | +59.2% | -38.6% | +97.8% | +85.9% |
| 3Y | +254.1% | +4.0% | +250.1% | +108.5% |
| 5Y | +100.6% | +99.5% | +1.1% | -41.7% |
| 10Y | +2,857.5% | +604.7% | +2,252.9% | +188.5% |
| All | +35,102.5% | +4,480.3% | +30,622.2% | +448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling