+2,876.9%
TQQQ vs UMC
+1,863.6%
+1,013.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +0.8% |
| 7D | -1.9% | +9.0% | -10.9% | -8.4% |
| 30D | -4.9% | +17.2% | -22.1% | -16.6% |
| 3M | -6.4% | +11.4% | -17.8% | -17.6% |
| 6M | +44.4% | +137.5% | -93.1% | -32.7% |
| YTD | +35.2% | +193.1% | -157.9% | -50.7% |
| 1Y | +49.5% | +240.3% | -190.8% | -52.0% |
| 3Y | +250.7% | +262.2% | -11.5% | +9.8% |
| 5Y | +104.7% | +143.1% | -38.4% | -8.6% |
| All | +2,876.9% | +1,863.6% | +1,013.3% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling