+101.2%
TQQQ vs MOD
+1,517.7%
-1,416.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +4.4% | +6.3% | -2.0% | +0.8% |
| 30D | -3.1% | -1.7% | -1.4% | -2.6% |
| 3M | -5.2% | -30.1% | +24.9% | +14.7% |
| 6M | +52.4% | +2.7% | +49.7% | +47.0% |
| YTD | +37.4% | +44.1% | -6.7% | +5.5% |
| 1Y | +56.0% | +38.7% | +17.2% | +19.2% |
| 3Y | +268.7% | +309.8% | -41.1% | +32.8% |
| 5Y | +101.2% | +1,569.7% | -1,468.5% | -75.4% |
| All | +101.2% | +1,517.7% | -1,416.5% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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