+242.0%
TQQQ vs FIX
+751.6%
-509.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.3% |
| 7D | -3.9% | +0.7% | -4.6% | -4.4% |
| 30D | -5.3% | -5.7% | +0.4% | -2.1% |
| 3M | +0.1% | -7.4% | +7.6% | +5.2% |
| 6M | +40.7% | +15.1% | +25.6% | +27.5% |
| YTD | +31.8% | +70.7% | -38.9% | -9.3% |
| 1Y | +48.2% | +111.9% | -63.7% | -13.1% |
| All | +242.0% | +751.6% | -509.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling