+99.6%
TQQQ vs TXT
+10.7%
+88.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.6% |
| 30D | -5.3% | -10.2% | +4.9% | +8.6% |
| 3M | +0.1% | -13.3% | +13.4% | +18.7% |
| 6M | +40.7% | -14.4% | +55.0% | +67.9% |
| YTD | +31.8% | -9.1% | +40.9% | +40.1% |
| 1Y | +48.2% | -2.2% | +50.4% | +40.4% |
| 3Y | +253.6% | +5.1% | +248.6% | +180.5% |
| 5Y | +99.6% | +12.8% | +86.8% | +53.8% |
| All | +99.6% | +10.7% | +88.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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