+32.7%
TQQQ vs FRMI
-78.6%
+111.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -2.9% |
| 7D | -3.9% | +10.9% | -14.8% | -5.5% |
| 30D | -5.3% | -24.3% | +19.0% | -1.8% |
| 3M | +0.1% | -21.8% | +21.9% | +1.9% |
| 6M | +40.7% | -33.0% | +73.7% | +42.8% |
| YTD | +31.8% | -32.6% | +64.4% | +33.1% |
| All | +32.7% | -78.6% | +111.3% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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