+195.0%
TQQQ vs TMUS
+21.2%
+173.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.7% |
| 7D | +10.4% | +4.9% | +5.5% | +10.7% |
| 30D | -22.2% | +7.7% | -29.9% | -21.5% |
| 3M | -25.1% | -6.8% | -18.3% | -24.4% |
| 6M | -25.0% | -9.7% | -15.3% | -23.8% |
| YTD | +10.1% | -15.0% | +25.0% | +11.9% |
| 1Y | +11.0% | -19.1% | +30.2% | +14.8% |
| 3Y | +195.0% | +21.4% | +173.6% | +187.4% |
| All | +195.0% | +21.2% | +173.8% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling