+242.0%
TQQQ vs ISRG
+20.2%
+221.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -5.1% |
| 7D | -3.9% | -2.5% | -1.4% | -1.9% |
| 30D | -5.3% | -10.2% | +4.9% | +3.8% |
| 3M | +0.1% | -12.5% | +12.7% | +8.5% |
| 6M | +40.7% | -25.8% | +66.5% | +79.7% |
| YTD | +31.8% | -36.4% | +68.2% | +100.3% |
| 1Y | +48.2% | -19.9% | +68.1% | +66.7% |
| All | +242.0% | +20.2% | +221.8% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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