+99.6%
TQQQ vs ISRG
+0.3%
+99.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -5.7% |
| 7D | -3.9% | -2.5% | -1.4% | -1.4% |
| 30D | -5.3% | -10.2% | +4.9% | +6.5% |
| 3M | +0.1% | -12.5% | +12.7% | +9.9% |
| 6M | +40.7% | -25.8% | +66.5% | +86.7% |
| YTD | +31.8% | -36.4% | +68.2% | +114.3% |
| 1Y | +48.2% | -19.9% | +68.1% | +68.8% |
| 3Y | +253.6% | +20.9% | +232.7% | +129.9% |
| 5Y | +99.6% | +5.7% | +93.9% | +56.3% |
| All | +99.6% | +0.3% | +99.3% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling