+256.5%
TQQQ vs TPR
+292.6%
-36.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +1.9% |
| 7D | +4.4% | -3.4% | +7.7% | +6.4% |
| 30D | -3.1% | -27.3% | +24.2% | +15.2% |
| 3M | -5.2% | -16.2% | +11.1% | +2.1% |
| 6M | +52.4% | -17.9% | +70.3% | +64.8% |
| YTD | +37.4% | -7.1% | +44.5% | +35.0% |
| 1Y | +56.0% | +13.6% | +42.4% | +31.4% |
| All | +256.5% | +292.6% | -36.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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