+12.9%
TQQQ vs NEM
+50.9%
-38.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.9% | -7.1% | -2.8% |
| 7D | -14.0% | +3.7% | -17.7% | -15.8% |
| 30D | -25.1% | +2.0% | -27.1% | -26.1% |
| 3M | -16.7% | +21.1% | -37.8% | -26.6% |
| 6M | -3.7% | +9.5% | -13.2% | -9.9% |
| YTD | +18.8% | +19.1% | -0.3% | +1.7% |
| 1Y | +12.9% | +51.1% | -38.2% | -21.4% |
| All | +12.9% | +50.9% | -38.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling