+2,314.6%
TQQQ vs GS
+464.6%
+1,850.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.4% |
| 7D | -6.6% | +1.6% | -8.2% | -7.2% |
| 30D | -30.4% | +1.7% | -32.1% | -30.6% |
| 3M | -23.2% | -11.6% | -11.6% | -8.3% |
| 6M | -25.5% | -1.9% | -23.6% | -22.6% |
| YTD | +7.9% | +5.1% | +2.9% | +1.5% |
| 1Y | +1.1% | +16.4% | -15.3% | -17.3% |
| 3Y | +186.6% | +199.0% | -12.3% | -31.4% |
| 5Y | +49.5% | +157.4% | -107.9% | -52.2% |
| All | +2,314.6% | +464.6% | +1,850.0% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling