+250.7%
TQQQ vs NSC
+73.4%
+177.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.3% |
| 7D | -1.9% | -2.8% | +0.9% | +0.2% |
| 30D | -4.9% | -4.5% | -0.3% | -1.7% |
| 3M | -6.4% | +3.5% | -9.9% | -10.2% |
| 6M | +44.4% | +8.5% | +35.9% | +31.2% |
| YTD | +35.2% | +12.3% | +22.8% | +18.3% |
| 1Y | +49.5% | +18.9% | +30.6% | +23.8% |
| 3Y | +250.7% | +74.1% | +176.6% | +99.7% |
| All | +250.7% | +73.4% | +177.3% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling