+105.2%
TQQQ vs RJF
+104.0%
+1.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -1.9% | -2.7% | +0.8% | +1.5% |
| 30D | -4.9% | -4.3% | -0.6% | +0.1% |
| 3M | -6.4% | +15.7% | -22.1% | -23.6% |
| 6M | +44.4% | +17.8% | +26.6% | +14.3% |
| YTD | +35.2% | +9.2% | +26.0% | +15.8% |
| 1Y | +49.5% | +2.8% | +46.7% | +38.0% |
| 3Y | +250.7% | +69.5% | +181.3% | +65.2% |
| All | +105.2% | +104.0% | +1.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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