+2,876.9%
TQQQ vs JBL
+1,558.3%
+1,318.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.5% | -2.9% |
| 7D | -1.9% | +2.4% | -4.3% | -4.6% |
| 30D | -4.9% | -13.1% | +8.3% | +9.9% |
| 3M | -6.4% | -15.6% | +9.2% | +11.5% |
| 6M | +44.4% | +24.6% | +19.8% | +11.6% |
| YTD | +35.2% | +39.6% | -4.4% | -9.8% |
| 1Y | +49.5% | +48.6% | +0.9% | -8.6% |
| 3Y | +250.7% | +197.3% | +53.5% | -13.0% |
| 5Y | +104.7% | +413.0% | -308.3% | -70.4% |
| All | +2,876.9% | +1,558.3% | +1,318.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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