-25.0%
TQQQ vs FIVE
+18.5%
-43.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +10.4% | +2.7% | +7.7% | +9.6% |
| 30D | -22.2% | +12.7% | -34.8% | -23.0% |
| 3M | -25.1% | +2.1% | -27.1% | -25.0% |
| 6M | -25.0% | +17.5% | -42.5% | -25.9% |
| All | -25.0% | +18.5% | -43.5% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling