+147.3%
TQQQ vs S
-57.8%
+205.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.0% |
| 7D | +4.4% | -5.8% | +10.2% | +7.8% |
| 30D | -3.1% | -9.2% | +6.1% | +1.2% |
| 3M | -5.2% | +23.4% | -28.5% | -17.7% |
| 6M | +52.4% | +36.9% | +15.5% | +21.8% |
| YTD | +37.4% | +29.5% | +7.9% | +12.4% |
| 1Y | +56.0% | +5.4% | +50.5% | +42.2% |
| 3Y | +268.7% | +14.7% | +254.0% | +206.7% |
| 5Y | +101.2% | -71.5% | +172.8% | +185.6% |
| All | +147.3% | -57.8% | +205.0% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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