+242.0%
TQQQ vs TMUS
+34.7%
+207.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.9% | -5.8% | +1.9% | -3.6% |
| 30D | -5.3% | -0.2% | -5.0% | -5.3% |
| 3M | +0.1% | -4.0% | +4.1% | +0.6% |
| 6M | +40.7% | -18.1% | +58.8% | +46.0% |
| YTD | +31.8% | -11.3% | +43.1% | +33.1% |
| 1Y | +48.2% | -24.7% | +73.0% | +59.8% |
| All | +242.0% | +34.7% | +207.3% | +118.4% |
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