+34,426.4%
TQQQ vs TDY
+1,535.8%
+32,890.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +0.9% |
| 7D | -1.9% | -1.1% | -0.8% | -0.4% |
| 30D | -4.9% | -12.0% | +7.2% | +13.1% |
| 3M | -6.4% | -3.2% | -3.2% | -1.4% |
| 6M | +44.4% | -7.9% | +52.3% | +64.0% |
| YTD | +35.2% | +18.2% | +16.9% | +6.6% |
| 1Y | +49.5% | +6.7% | +42.8% | +35.1% |
| 3Y | +250.7% | +47.5% | +203.2% | +105.4% |
| 5Y | +104.7% | +39.5% | +65.2% | +48.4% |
| 10Y | +3,029.5% | +477.2% | +2,552.4% | +208.7% |
| All | +34,426.4% | +1,535.8% | +32,890.5% | +802.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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