+250.7%
TQQQ vs NTRA
+507.7%
-257.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -4.9% | +4.1% | -9.0% | -7.0% |
| 3M | -6.4% | +50.0% | -56.4% | -27.2% |
| 6M | +44.4% | +67.3% | -22.9% | +2.6% |
| YTD | +35.2% | +43.6% | -8.4% | +4.7% |
| 1Y | +49.5% | +89.2% | -39.7% | -3.6% |
| 3Y | +250.7% | +502.5% | -251.8% | +41.0% |
| All | +250.7% | +507.7% | -257.0% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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