+99.6%
TQQQ vs STZ
-37.5%
+137.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.1% | -4.4% |
| 7D | -3.9% | -4.1% | +0.2% | -1.6% |
| 30D | -5.3% | -7.6% | +2.3% | -1.1% |
| 3M | +0.1% | -12.3% | +12.4% | +7.2% |
| 6M | +40.7% | -16.3% | +57.0% | +52.7% |
| YTD | +31.8% | -8.4% | +40.2% | +28.0% |
| 1Y | +48.2% | -10.8% | +59.1% | +46.1% |
| 3Y | +253.6% | -49.0% | +302.6% | +474.4% |
| 5Y | +99.6% | -36.5% | +136.1% | +156.5% |
| All | +99.6% | -37.5% | +137.1% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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