+250.7%
TQQQ vs MKTX
-25.3%
+276.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -4.9% | +0.7% | -5.6% | -4.9% |
| 3M | -6.4% | +40.8% | -47.2% | -7.1% |
| 6M | +44.4% | -8.0% | +52.4% | +43.2% |
| YTD | +35.2% | -8.7% | +43.9% | +34.0% |
| 1Y | +49.5% | -11.8% | +61.3% | +48.8% |
| 3Y | +250.7% | -24.0% | +274.7% | +235.4% |
| All | +250.7% | -25.3% | +276.0% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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