+27,465.3%
TQQQ vs FICO
+3,489.8%
+23,975.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.6% |
| 7D | -6.6% | +0.9% | -7.5% | -7.5% |
| 30D | -30.4% | +9.4% | -39.9% | -38.5% |
| 3M | -23.2% | -30.4% | +7.2% | -9.9% |
| 6M | -25.5% | -35.1% | +9.6% | -16.4% |
| YTD | +7.9% | -56.8% | +64.7% | +66.1% |
| 1Y | +1.1% | -58.4% | +59.5% | +60.7% |
| 3Y | +186.6% | -26.7% | +213.3% | +108.6% |
| 5Y | +49.5% | +88.0% | -38.5% | -61.4% |
| 10Y | +2,312.6% | +545.7% | +1,766.9% | +120.5% |
| All | +27,465.3% | +3,489.8% | +23,975.6% | +368.4% |
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