+2,545.7%
TQQQ vs FIX
+3,615.9%
-1,070.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +1.2% |
| 7D | +18.6% | +17.0% | +1.6% | +5.6% |
| 30D | -24.0% | -30.6% | +6.6% | -1.4% |
| 3M | -19.6% | -35.0% | +15.5% | +7.9% |
| 6M | -19.8% | -44.0% | +24.2% | +20.5% |
| YTD | +14.3% | +21.1% | -6.9% | -7.3% |
| 1Y | +8.2% | +16.3% | -8.1% | -9.7% |
| 3Y | +203.4% | +507.4% | -304.0% | -40.2% |
| 5Y | +52.2% | +1,052.1% | -999.8% | -81.7% |
| All | +2,545.7% | +3,615.9% | -1,070.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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