+2,545.7%
TQQQ vs RF
+219.4%
+2,326.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.5% |
| 7D | +18.6% | +0.4% | +18.3% | +18.4% |
| 30D | -24.0% | +5.6% | -29.6% | -27.2% |
| 3M | -19.6% | -8.9% | -10.7% | -13.2% |
| 6M | -19.8% | +7.1% | -26.9% | -25.1% |
| YTD | +14.3% | +8.3% | +5.9% | +4.9% |
| 1Y | +8.2% | +16.8% | -8.7% | -7.0% |
| 3Y | +203.4% | +115.0% | +88.4% | +58.1% |
| 5Y | +52.2% | +46.4% | +5.8% | +13.0% |
| All | +2,545.7% | +219.4% | +2,326.3% | +1,151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling