+3,054.7%
TQQQ vs GS
+640.6%
+2,414.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +0.1% |
| 7D | +2.8% | +2.4% | +0.4% | -0.4% |
| 30D | -3.0% | -0.1% | -3.0% | -3.1% |
| 3M | -2.7% | +0.2% | -2.9% | -3.1% |
| 6M | +45.4% | +24.8% | +20.6% | +8.9% |
| YTD | +36.3% | +18.8% | +17.5% | +7.4% |
| 1Y | +53.4% | +37.3% | +16.1% | -0.6% |
| 3Y | +265.6% | +237.9% | +27.7% | -25.4% |
| 5Y | +101.7% | +187.0% | -85.3% | -44.5% |
| 10Y | +3,054.7% | +650.5% | +2,404.2% | +232.7% |
| All | +3,054.7% | +640.6% | +2,414.1% | +232.7% |
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