+105.2%
TQQQ vs NOC
+58.2%
+46.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -1.9% | +0.8% | -2.7% | -2.0% |
| 30D | -4.9% | -9.7% | +4.8% | -4.2% |
| 3M | -6.4% | -5.6% | -0.8% | -6.1% |
| 6M | +44.4% | -28.6% | +73.0% | +49.8% |
| YTD | +35.2% | -7.9% | +43.0% | +35.0% |
| 1Y | +49.5% | -9.5% | +59.0% | +49.7% |
| 3Y | +250.7% | +28.4% | +222.3% | +218.6% |
| All | +105.2% | +58.2% | +46.9% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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