+2,448.5%
TQQQ vs TMUS
+244.6%
+2,203.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.1% |
| 7D | +10.4% | +4.9% | +5.5% | +5.9% |
| 30D | -22.2% | +7.7% | -29.9% | -29.1% |
| 3M | -25.1% | -6.8% | -18.3% | -24.3% |
| 6M | -25.0% | -9.7% | -15.3% | -25.8% |
| YTD | +10.1% | -15.0% | +25.0% | +10.1% |
| 1Y | +11.0% | -19.1% | +30.2% | +17.3% |
| 3Y | +195.0% | +21.4% | +173.6% | +59.8% |
| 5Y | +46.6% | +51.2% | -4.5% | -38.9% |
| All | +2,448.5% | +244.6% | +2,203.9% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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