+250.7%
TQQQ vs TCOM
+8.0%
+242.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.2% |
| 7D | -1.9% | -4.9% | +3.0% | 0.0% |
| 30D | -4.9% | -14.4% | +9.5% | +0.9% |
| 3M | -6.4% | -17.7% | +11.3% | -0.1% |
| 6M | +44.4% | -25.1% | +69.5% | +60.9% |
| YTD | +35.2% | -45.7% | +80.9% | +70.6% |
| 1Y | +49.5% | -47.9% | +97.4% | +91.9% |
| 3Y | +250.7% | +8.9% | +241.8% | +238.5% |
| All | +250.7% | +8.0% | +242.7% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling