+46.7%
TQQQ vs M
-3.3%
+50.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.5% |
| 7D | +10.4% | +7.0% | +3.4% | +6.2% |
| 30D | -22.2% | +8.9% | -31.1% | -26.0% |
| 3M | -25.1% | +4.5% | -29.6% | -27.5% |
| 6M | -25.0% | +36.2% | -61.2% | -38.6% |
| YTD | +10.1% | +15.1% | -5.1% | -2.0% |
| 1Y | +11.0% | +27.4% | -16.4% | -7.7% |
| 3Y | +195.0% | +160.1% | +34.8% | +36.1% |
| All | +46.7% | -3.3% | +50.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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