+2,802.7%
TQQQ vs FIX
+5,963.7%
-3,161.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.1% |
| 7D | -3.9% | +0.7% | -4.6% | -4.4% |
| 30D | -5.3% | -5.7% | +0.4% | -1.8% |
| 3M | +0.1% | -7.4% | +7.6% | +5.4% |
| 6M | +40.7% | +15.1% | +25.6% | +25.0% |
| YTD | +31.8% | +70.7% | -38.9% | -14.7% |
| 1Y | +48.2% | +111.9% | -63.7% | -20.3% |
| 3Y | +253.6% | +759.5% | -505.9% | -43.0% |
| 5Y | +99.6% | +2,164.4% | -2,064.8% | -84.0% |
| All | +2,802.7% | +5,963.7% | -3,161.1% | +39.9% |
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