+105.2%
TQQQ vs FOXA
+93.7%
+11.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.7% |
| 7D | -1.9% | +0.8% | -2.7% | -2.6% |
| 30D | -4.9% | +5.0% | -9.9% | -8.9% |
| 3M | -6.4% | -3.0% | -3.4% | -8.1% |
| 6M | +44.4% | +14.8% | +29.6% | +19.0% |
| YTD | +35.2% | -8.9% | +44.1% | +38.3% |
| 1Y | +49.5% | +13.3% | +36.2% | +19.9% |
| 3Y | +250.7% | +115.4% | +135.3% | +41.7% |
| All | +105.2% | +93.7% | +11.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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