+250.7%
TQQQ vs NVS
+54.2%
+196.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -1.9% | -14.3% | +12.3% | +0.1% |
| 30D | -4.9% | -10.0% | +5.1% | -3.8% |
| 3M | -6.4% | -10.9% | +4.5% | -5.4% |
| 6M | +44.4% | -12.0% | +56.4% | +46.2% |
| YTD | +35.2% | +2.5% | +32.7% | +31.8% |
| 1Y | +49.5% | +10.7% | +38.8% | +42.9% |
| 3Y | +250.7% | +53.3% | +197.4% | +209.0% |
| All | +250.7% | +54.2% | +196.5% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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