+2,876.9%
TQQQ vs TMF
-86.4%
+2,963.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | -1.9% | -5.1% | +3.2% | -2.5% |
| 30D | -4.9% | -4.6% | -0.3% | -5.3% |
| 3M | -6.4% | -16.6% | +10.2% | -8.4% |
| 6M | +44.4% | -19.9% | +64.3% | +40.3% |
| YTD | +35.2% | -20.2% | +55.3% | +31.4% |
| 1Y | +49.5% | -27.7% | +77.2% | +43.6% |
| 3Y | +250.7% | -43.9% | +294.6% | +226.9% |
| 5Y | +104.7% | -88.4% | +193.1% | +19.9% |
| All | +2,876.9% | -86.4% | +2,963.3% | +2,311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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