+99.6%
TQQQ vs SPOT
+111.2%
-11.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.1% |
| 7D | -3.9% | -6.9% | +2.9% | +1.1% |
| 30D | -5.3% | +4.1% | -9.4% | -9.2% |
| 3M | +0.1% | +3.7% | -3.6% | -5.8% |
| 6M | +40.7% | -1.6% | +42.3% | +33.3% |
| YTD | +31.8% | -10.2% | +42.0% | +29.9% |
| 1Y | +48.2% | -25.9% | +74.1% | +70.6% |
| 3Y | +253.6% | +235.6% | +18.0% | -4.8% |
| 5Y | +99.6% | +110.6% | -11.0% | -32.7% |
| All | +99.6% | +111.2% | -11.6% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling