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  • TQQQ vs FIS✓SelectedUSD · FISTQQQ vs FIS performance historyLatest closeAs of-0.85%09/09
Stock and ETF performance explorer

TQQQ vs FIS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+34,703.6%
FIS return
+126.9%
Excess return
+34,576.7%
Maximum drawdown
-81.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioFISExcessAlpha
1D-0.8%-3.4%+2.6%+3.1%
7D+2.8%-9.1%+11.9%+14.0%
30D-3.0%-10.4%+7.4%+8.5%
3M-2.7%-3.7%+1.0%-4.7%
6M+45.4%-24.8%+70.2%+82.3%
YTD+36.3%-41.6%+77.8%+128.3%
1Y+53.4%-42.7%+96.1%+159.2%
3Y+265.6%-26.2%+291.8%+313.8%
5Y+101.7%-66.1%+167.8%+515.6%
10Y+3,054.7%-40.9%+3,095.5%+5,158.7%
All+34,703.6%+126.9%+34,576.7%+11,640.8%

Cumulative growth

Daily Returns

Daily percentage return beside FIS.

Daily Out/Under-Performance

Portfolio return minus FIS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIS 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded FIS 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling