+105.2%
TQQQ vs NTAP
+140.4%
-35.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.5% | -6.0% | -6.4% |
| 7D | -1.9% | +7.4% | -9.3% | -9.5% |
| 30D | -4.9% | -1.4% | -3.5% | -4.4% |
| 3M | -6.4% | +24.6% | -31.0% | -27.6% |
| 6M | +44.4% | +105.9% | -61.5% | -43.4% |
| YTD | +35.2% | +88.5% | -53.4% | -42.0% |
| 1Y | +49.5% | +62.1% | -12.6% | -22.0% |
| 3Y | +250.7% | +169.1% | +81.7% | -16.6% |
| All | +105.2% | +140.4% | -35.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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