+50.8%
TQQQ vs FPS
+19.2%
+31.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | +1.1% |
| 7D | +2.8% | +5.3% | -2.5% | +0.1% |
| 30D | -3.0% | -17.6% | +14.5% | +6.1% |
| 3M | -2.7% | -45.8% | +43.1% | +27.5% |
| 6M | +45.4% | -10.1% | +55.6% | +54.5% |
| All | +50.8% | +19.2% | +31.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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