+250.7%
TQQQ vs NEM
+243.4%
+7.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.3% |
| 7D | -1.9% | -1.0% | -0.9% | -1.5% |
| 30D | -4.9% | +7.8% | -12.7% | -7.9% |
| 3M | -6.4% | +30.2% | -36.6% | -16.2% |
| 6M | +44.4% | +9.6% | +34.8% | +37.6% |
| YTD | +35.2% | +27.8% | +7.3% | +22.0% |
| 1Y | +49.5% | +60.7% | -11.2% | +24.2% |
| 3Y | +250.7% | +245.3% | +5.4% | +127.5% |
| All | +250.7% | +243.4% | +7.4% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling