+2,876.9%
TQQQ vs TAP
-49.9%
+2,926.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.9% |
| 7D | -1.9% | -3.9% | +2.0% | +0.2% |
| 30D | -4.9% | -5.3% | +0.4% | -2.4% |
| 3M | -6.4% | -3.8% | -2.6% | -6.2% |
| 6M | +44.4% | -11.4% | +55.8% | +50.2% |
| YTD | +35.2% | -13.7% | +48.9% | +40.5% |
| 1Y | +49.5% | -17.2% | +66.7% | +57.5% |
| 3Y | +250.7% | -33.1% | +283.8% | +311.4% |
| 5Y | +104.7% | +0.8% | +103.9% | +78.9% |
| All | +2,876.9% | -49.9% | +2,926.8% | +3,773.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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