+2,802.7%
TQQQ vs FIVE
+483.6%
+2,319.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.7% |
| 7D | -3.9% | +0.6% | -4.5% | -4.4% |
| 30D | -5.3% | +3.0% | -8.3% | -7.9% |
| 3M | +0.1% | +23.2% | -23.1% | -14.4% |
| 6M | +40.7% | +9.2% | +31.5% | +27.4% |
| YTD | +31.8% | +28.1% | +3.7% | +6.8% |
| 1Y | +48.2% | +65.3% | -17.0% | +0.3% |
| 3Y | +253.6% | +49.4% | +204.2% | +115.9% |
| 5Y | +99.6% | +29.5% | +70.1% | +41.5% |
| All | +2,802.7% | +483.6% | +2,319.0% | +1,028.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling