+250.7%
TQQQ vs FLEX
+481.3%
-230.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.6% | -2.4% |
| 7D | -1.9% | +5.7% | -7.6% | -5.9% |
| 30D | -4.9% | -7.0% | +2.2% | -0.5% |
| 3M | -6.4% | -23.8% | +17.4% | +11.6% |
| 6M | +44.4% | +82.6% | -38.2% | -18.5% |
| YTD | +35.2% | +91.6% | -56.5% | -28.2% |
| 1Y | +49.5% | +100.6% | -51.0% | -24.8% |
| 3Y | +250.7% | +479.8% | -229.1% | -5.7% |
| All | +250.7% | +481.3% | -230.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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