+2,876.9%
TQQQ vs TSCO
+185.7%
+2,691.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +4.0% |
| 7D | -1.9% | -5.7% | +3.7% | +3.4% |
| 30D | -4.9% | -8.8% | +3.9% | +3.0% |
| 3M | -6.4% | +6.3% | -12.7% | -13.4% |
| 6M | +44.4% | -32.3% | +76.7% | +99.6% |
| YTD | +35.2% | -32.7% | +67.9% | +84.1% |
| 1Y | +49.5% | -43.7% | +93.2% | +141.8% |
| 3Y | +250.7% | -19.7% | +270.4% | +268.2% |
| 5Y | +104.7% | -11.6% | +116.3% | +104.5% |
| All | +2,876.9% | +185.7% | +2,691.2% | +1,129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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