+11,124.2%
TQQQ vs FIVE
+846.9%
+10,277.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +10.4% | +2.7% | +7.7% | +8.8% |
| 30D | -22.2% | +12.7% | -34.8% | -27.3% |
| 3M | -25.1% | +2.1% | -27.1% | -26.7% |
| 6M | -25.0% | +17.5% | -42.5% | -33.8% |
| YTD | +10.1% | +31.0% | -20.9% | -10.0% |
| 1Y | +11.0% | +67.7% | -56.7% | -22.2% |
| 3Y | +195.0% | +43.4% | +151.6% | +97.9% |
| 5Y | +46.6% | +18.1% | +28.5% | +15.7% |
| 10Y | +2,362.5% | +508.8% | +1,853.7% | +829.3% |
| All | +11,124.2% | +846.9% | +10,277.2% | +3,283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling