+268.7%
TQQQ vs GS
+244.2%
+24.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +3.4% | +1.0% | 0.0% |
| 30D | -3.1% | +0.2% | -3.3% | -3.5% |
| 3M | -5.2% | -0.3% | -4.8% | -4.9% |
| 6M | +52.4% | +27.4% | +25.0% | +12.2% |
| YTD | +37.4% | +19.6% | +17.8% | +7.8% |
| 1Y | +56.0% | +42.5% | +13.5% | -3.8% |
| 3Y | +268.7% | +240.4% | +28.3% | -8.1% |
| All | +268.7% | +244.2% | +24.4% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling