+195.0%
TQQQ vs ILMN
+118.2%
+76.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | +10.4% | -2.9% | +13.3% | +12.0% |
| 30D | -22.2% | -23.8% | +1.6% | -11.5% |
| 3M | -25.1% | +7.5% | -32.6% | -28.0% |
| 6M | -25.0% | +42.8% | -67.8% | -37.1% |
| YTD | +10.1% | +57.8% | -47.8% | -13.4% |
| 1Y | +11.0% | +72.6% | -61.6% | -16.4% |
| 3Y | +195.0% | +129.3% | +65.6% | +90.5% |
| All | +195.0% | +118.2% | +76.7% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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