+35,102.5%
TQQQ vs FIX
+16,805.4%
+18,297.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -1.0% |
| 7D | +0.7% | +6.0% | -5.3% | -3.7% |
| 30D | -0.6% | -7.2% | +6.6% | +4.2% |
| 3M | -14.9% | -15.9% | +1.0% | -3.3% |
| 6M | +44.6% | +12.7% | +31.8% | +30.0% |
| YTD | +37.8% | +72.8% | -35.0% | -11.8% |
| 1Y | +59.2% | +122.9% | -63.7% | -18.1% |
| 3Y | +254.1% | +774.3% | -520.2% | -42.6% |
| 5Y | +100.6% | +2,049.5% | -1,948.9% | -82.9% |
| 10Y | +2,857.5% | +5,821.5% | -2,963.9% | +8.1% |
| All | +35,102.5% | +16,805.4% | +18,297.1% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling