+34,703.6%
TQQQ vs SPYM
+868.0%
+33,835.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | +0.6% |
| 7D | +2.8% | -0.4% | +3.2% | +4.0% |
| 30D | -3.0% | -1.4% | -1.7% | +1.6% |
| 3M | -2.7% | +3.7% | -6.5% | -10.1% |
| 6M | +45.4% | +13.0% | +32.4% | +6.4% |
| YTD | +36.3% | +12.5% | +23.8% | +2.7% |
| 1Y | +53.4% | +18.6% | +34.8% | +0.6% |
| 3Y | +265.6% | +78.0% | +187.5% | -10.6% |
| 5Y | +101.7% | +82.3% | +19.4% | -31.3% |
| 10Y | +3,054.7% | +322.9% | +2,731.8% | +105.2% |
| All | +34,703.6% | +868.0% | +33,835.7% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling