+2,876.9%
TQQQ vs TFC
+98.7%
+2,778.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.4% |
| 7D | -1.9% | -2.4% | +0.5% | +0.2% |
| 30D | -4.9% | -3.4% | -1.5% | -2.1% |
| 3M | -6.4% | +0.4% | -6.8% | -8.3% |
| 6M | +44.4% | +12.7% | +31.7% | +27.1% |
| YTD | +35.2% | +5.6% | +29.6% | +25.6% |
| 1Y | +49.5% | +16.0% | +33.5% | +26.8% |
| 3Y | +250.7% | +94.0% | +156.7% | +90.6% |
| 5Y | +104.7% | +16.2% | +88.5% | +83.3% |
| All | +2,876.9% | +98.7% | +2,778.2% | +1,635.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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