+195.0%
TQQQ vs URA
+35.4%
+159.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.4% |
| 7D | +10.4% | -1.5% | +11.9% | +12.0% |
| 30D | -22.2% | -10.4% | -11.8% | -13.9% |
| 3M | -25.1% | -29.6% | +4.5% | -1.1% |
| 6M | -25.0% | -40.3% | +15.3% | +12.7% |
| YTD | +10.1% | -25.5% | +35.5% | +35.7% |
| 1Y | +11.0% | -26.4% | +37.5% | +37.9% |
| 3Y | +195.0% | +31.4% | +163.5% | +107.4% |
| All | +195.0% | +35.4% | +159.6% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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