+2,876.9%
TQQQ vs TNA
+86.1%
+2,790.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.8% |
| 7D | -1.9% | -7.3% | +5.3% | +3.6% |
| 30D | -4.9% | -14.2% | +9.3% | +6.4% |
| 3M | -6.4% | -4.6% | -1.8% | -2.0% |
| 6M | +44.4% | +36.9% | +7.5% | +15.9% |
| YTD | +35.2% | +42.5% | -7.4% | +4.0% |
| 1Y | +49.5% | +45.8% | +3.7% | +11.2% |
| 3Y | +250.7% | +104.7% | +146.1% | +75.9% |
| 5Y | +104.7% | -21.7% | +126.4% | +109.7% |
| All | +2,876.9% | +86.1% | +2,790.8% | +1,429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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