+101.2%
TQQQ vs FIX
+2,166.5%
-2,065.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -2.2% |
| 7D | +4.4% | +6.1% | -1.7% | -0.4% |
| 30D | -3.1% | -2.7% | -0.4% | -1.9% |
| 3M | -5.2% | -10.9% | +5.8% | +3.1% |
| 6M | +52.4% | +29.0% | +23.4% | +22.0% |
| YTD | +37.4% | +76.9% | -39.5% | -16.7% |
| 1Y | +56.0% | +130.7% | -74.8% | -26.4% |
| 3Y | +268.7% | +790.7% | -522.0% | -60.5% |
| 5Y | +101.2% | +2,185.6% | -2,084.3% | -93.0% |
| All | +101.2% | +2,166.5% | -2,065.2% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling