+195.0%
TQQQ vs SNAP
-53.6%
+248.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.4% | -4.0% |
| 7D | +10.4% | +6.0% | +4.3% | +7.7% |
| 30D | -22.2% | -13.8% | -8.4% | -16.5% |
| 3M | -25.1% | -0.8% | -24.3% | -25.1% |
| 6M | -25.0% | -6.2% | -18.8% | -23.9% |
| YTD | +10.1% | -34.8% | +44.9% | +27.8% |
| 1Y | +11.0% | -38.7% | +49.7% | +32.1% |
| 3Y | +195.0% | -53.5% | +248.4% | +211.4% |
| All | +195.0% | -53.6% | +248.5% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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