+99.6%
TQQQ vs TSM
+277.5%
-177.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -1.2% |
| 7D | -3.9% | +2.6% | -6.6% | -7.1% |
| 30D | -5.3% | +1.4% | -6.7% | -7.0% |
| 3M | +0.1% | +5.0% | -4.8% | -5.0% |
| 6M | +40.7% | +24.0% | +16.7% | +8.4% |
| YTD | +31.8% | +41.6% | -9.8% | -15.0% |
| 1Y | +48.2% | +66.2% | -17.9% | -22.2% |
| 3Y | +253.6% | +398.2% | -144.6% | -61.2% |
| 5Y | +99.6% | +277.6% | -178.0% | -63.0% |
| All | +99.6% | +277.5% | -177.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling