+45.6%
TQQQ vs PL
+37.0%
+8.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +14.5% | -4.3% | +5.3% |
| 7D | -3.2% | +10.9% | -14.0% | -6.2% |
| 30D | -29.2% | -16.4% | -12.8% | -24.6% |
| 3M | -22.5% | -39.9% | +17.4% | -8.6% |
| 6M | -24.2% | -63.2% | +39.0% | +3.2% |
| YTD | +9.9% | -27.1% | +37.0% | +12.1% |
| 1Y | +9.7% | +12.2% | -2.5% | -6.4% |
| 3Y | +211.3% | +584.3% | -373.0% | +3.2% |
| 5Y | +45.6% | +37.0% | +8.6% | -21.0% |
| All | +45.6% | +37.0% | +8.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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