+250.7%
TQQQ vs SPYG
+98.4%
+152.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +0.1% |
| 7D | -1.9% | -0.9% | -1.0% | +0.8% |
| 30D | -4.9% | -1.5% | -3.3% | 0.0% |
| 3M | -6.4% | +3.7% | -10.1% | -13.1% |
| 6M | +44.4% | +16.4% | +28.0% | -1.4% |
| YTD | +35.2% | +13.3% | +21.8% | +1.3% |
| 1Y | +49.5% | +17.9% | +31.6% | +2.0% |
| 3Y | +250.7% | +98.3% | +152.4% | -41.6% |
| All | +250.7% | +98.4% | +152.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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