+250.7%
TQQQ vs TSM
+401.7%
-151.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +1.2% |
| 7D | -1.9% | +1.0% | -2.9% | -3.0% |
| 30D | -4.9% | +1.0% | -5.8% | -5.9% |
| 3M | -6.4% | +2.9% | -9.3% | -8.5% |
| 6M | +44.4% | +22.8% | +21.6% | +17.0% |
| YTD | +35.2% | +43.3% | -8.1% | -8.2% |
| 1Y | +49.5% | +69.2% | -19.7% | -15.4% |
| 3Y | +250.7% | +404.5% | -153.8% | -42.3% |
| All | +250.7% | +401.7% | -151.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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