+2,876.9%
TQQQ vs USFD
+307.1%
+2,569.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.1% |
| 7D | -1.9% | -8.4% | +6.4% | +4.0% |
| 30D | -4.9% | -14.1% | +9.2% | +5.2% |
| 3M | -6.4% | +4.5% | -10.9% | -11.0% |
| 6M | +44.4% | +4.4% | +40.0% | +36.1% |
| YTD | +35.2% | +26.6% | +8.6% | +8.3% |
| 1Y | +49.5% | +19.4% | +30.1% | +24.4% |
| 3Y | +250.7% | +144.6% | +106.1% | +83.7% |
| 5Y | +104.7% | +194.5% | -89.8% | +2.8% |
| All | +2,876.9% | +307.1% | +2,569.8% | +1,160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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