+2,876.9%
TQQQ vs NSC
+332.1%
+2,544.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.7% |
| 7D | -1.9% | -2.8% | +0.9% | +1.4% |
| 30D | -4.9% | -4.5% | -0.3% | +0.2% |
| 3M | -6.4% | +3.5% | -9.9% | -12.2% |
| 6M | +44.4% | +8.5% | +35.9% | +25.1% |
| YTD | +35.2% | +12.3% | +22.8% | +11.0% |
| 1Y | +49.5% | +18.9% | +30.6% | +13.9% |
| 3Y | +250.7% | +74.1% | +176.6% | +55.4% |
| 5Y | +104.7% | +43.9% | +60.8% | +25.4% |
| All | +2,876.9% | +332.1% | +2,544.8% | +585.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling