+34,426.4%
TQQQ vs RMBS
+307.5%
+34,118.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.3% |
| 7D | -1.9% | +1.8% | -3.7% | -3.0% |
| 30D | -4.9% | -13.9% | +9.0% | +4.7% |
| 3M | -6.4% | -39.8% | +33.4% | +29.7% |
| 6M | +44.4% | -6.0% | +50.4% | +40.1% |
| YTD | +35.2% | -5.4% | +40.5% | +24.2% |
| 1Y | +49.5% | -1.8% | +51.3% | +29.8% |
| 3Y | +250.7% | +53.7% | +197.1% | +111.8% |
| 5Y | +104.7% | +268.5% | -163.8% | -25.9% |
| 10Y | +3,029.5% | +563.9% | +2,465.7% | +796.4% |
| All | +34,426.4% | +307.5% | +34,118.8% | +9,582.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 all: compounded portfolio wealth divided by compounded RMBS 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…
all analysis · Full analysis span regression · 6 months rolling