+250.7%
TQQQ vs TXN
+75.8%
+174.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.3% | -1.1% |
| 7D | -1.9% | +4.0% | -5.9% | -5.5% |
| 30D | -4.9% | -2.9% | -2.0% | -2.3% |
| 3M | -6.4% | -9.1% | +2.7% | +3.2% |
| 6M | +44.4% | +36.6% | +7.8% | +3.3% |
| YTD | +35.2% | +57.5% | -22.3% | -19.6% |
| 1Y | +49.5% | +49.5% | 0.0% | -6.1% |
| 3Y | +250.7% | +76.5% | +174.2% | +91.0% |
| All | +250.7% | +75.8% | +174.9% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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