+1,221.6%
TQQQ vs SPOT
+216.9%
+1,004.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.0% |
| 7D | -1.9% | -3.1% | +1.2% | +0.4% |
| 30D | -4.9% | +7.4% | -12.2% | -10.9% |
| 3M | -6.4% | +8.2% | -14.6% | -14.7% |
| 6M | +44.4% | +2.2% | +42.2% | +32.3% |
| YTD | +35.2% | -9.5% | +44.6% | +31.5% |
| 1Y | +49.5% | -23.8% | +73.3% | +66.3% |
| 3Y | +250.7% | +233.5% | +17.2% | +3.8% |
| 5Y | +104.7% | +112.2% | -7.5% | -15.4% |
| All | +1,221.6% | +216.9% | +1,004.7% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling