+2,876.9%
TQQQ vs STM
+672.2%
+2,204.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +1.0% |
| 7D | -1.9% | -1.4% | -0.5% | -0.5% |
| 30D | -4.9% | -4.9% | +0.1% | -0.2% |
| 3M | -6.4% | -34.0% | +27.6% | +37.5% |
| 6M | +44.4% | +51.8% | -7.4% | -14.0% |
| YTD | +35.2% | +99.4% | -64.2% | -41.3% |
| 1Y | +49.5% | +99.1% | -49.6% | -36.8% |
| 3Y | +250.7% | +19.5% | +231.2% | +136.5% |
| 5Y | +104.7% | +19.5% | +85.2% | +58.4% |
| All | +2,876.9% | +672.2% | +2,204.7% | +668.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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