+106.3%
TQQQ vs SPGI
+2.0%
+104.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | +2.6% |
| 7D | +2.8% | -3.1% | +5.9% | +6.8% |
| 30D | -3.0% | +2.0% | -5.1% | -6.8% |
| 3M | -2.7% | +4.3% | -7.0% | -14.5% |
| 6M | +45.4% | -0.2% | +45.7% | +33.3% |
| YTD | +36.3% | -14.8% | +51.1% | +54.1% |
| 1Y | +53.4% | -18.5% | +71.9% | +81.1% |
| 3Y | +265.6% | +16.0% | +249.6% | +124.1% |
| All | +106.3% | +2.0% | +104.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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