+250.7%
TQQQ vs ROST
+98.0%
+152.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.2% | +0.5% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -4.9% | -6.9% | +2.0% | +1.0% |
| 3M | -6.4% | -3.3% | -3.1% | -5.0% |
| 6M | +44.4% | +9.0% | +35.4% | +28.3% |
| YTD | +35.2% | +28.9% | +6.3% | -0.4% |
| 1Y | +49.5% | +54.0% | -4.5% | -10.6% |
| 3Y | +250.7% | +100.7% | +150.0% | +56.5% |
| All | +250.7% | +98.0% | +152.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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