+105.2%
TQQQ vs SPYM
+82.9%
+22.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | -0.7% |
| 7D | -1.9% | -0.8% | -1.1% | +1.1% |
| 30D | -4.9% | -1.1% | -3.8% | -0.5% |
| 3M | -6.4% | +3.9% | -10.3% | -16.3% |
| 6M | +44.4% | +13.6% | +30.8% | -4.2% |
| YTD | +35.2% | +12.7% | +22.4% | -6.3% |
| 1Y | +49.5% | +17.6% | +31.9% | -9.2% |
| 3Y | +250.7% | +77.2% | +173.5% | -42.2% |
| All | +105.2% | +82.9% | +22.2% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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