+2,876.9%
TQQQ vs SPY
+322.5%
+2,554.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | -0.4% |
| 7D | -1.9% | -0.8% | -1.2% | +0.8% |
| 30D | -4.9% | -1.1% | -3.8% | -0.9% |
| 3M | -6.4% | +3.9% | -10.3% | -15.1% |
| 6M | +44.4% | +13.6% | +30.8% | +0.2% |
| YTD | +35.2% | +12.7% | +22.5% | -2.2% |
| 1Y | +49.5% | +17.5% | +32.0% | -3.7% |
| 3Y | +250.7% | +76.9% | +173.8% | -27.4% |
| 5Y | +104.7% | +83.6% | +21.1% | -43.5% |
| All | +2,876.9% | +322.5% | +2,554.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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