+28,011.2%
TQQQ vs FIX
+11,589.2%
+16,422.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -2.6% |
| 7D | +10.4% | +9.4% | +1.0% | +3.4% |
| 30D | -22.2% | -27.8% | +5.6% | -2.1% |
| 3M | -25.1% | -35.6% | +10.5% | +1.0% |
| 6M | -25.0% | -45.2% | +20.2% | +14.4% |
| YTD | +10.1% | +19.5% | -9.4% | -9.2% |
| 1Y | +11.0% | +24.2% | -13.2% | -11.3% |
| 3Y | +195.0% | +494.2% | -299.2% | -37.0% |
| 5Y | +46.6% | +1,036.1% | -989.5% | -80.3% |
| 10Y | +2,362.5% | +3,599.0% | -1,236.6% | +27.6% |
| All | +28,011.2% | +11,589.2% | +16,422.0% | +408.2% |
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