+105.2%
TQQQ vs TXG
-62.8%
+168.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.8% | +0.9% |
| 7D | -1.9% | +9.5% | -11.4% | -6.4% |
| 30D | -4.9% | +18.8% | -23.6% | -13.3% |
| 3M | -6.4% | +136.1% | -142.5% | -41.1% |
| 6M | +44.4% | +235.2% | -190.8% | -25.7% |
| YTD | +35.2% | +320.5% | -285.4% | -39.7% |
| 1Y | +49.5% | +425.2% | -375.7% | -43.3% |
| 3Y | +250.7% | +42.9% | +207.8% | +134.3% |
| All | +105.2% | -62.8% | +168.0% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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