+2,876.9%
TQQQ vs USFR
+28.1%
+2,848.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -1.9% | +0.1% | -2.1% | -2.0% |
| 30D | -4.9% | +0.4% | -5.2% | -5.1% |
| 3M | -6.4% | +1.0% | -7.4% | -7.2% |
| 6M | +44.4% | +2.0% | +42.4% | +41.7% |
| YTD | +35.2% | +2.8% | +32.4% | +31.4% |
| 1Y | +49.5% | +4.1% | +45.4% | +43.0% |
| 3Y | +250.7% | +14.1% | +236.6% | +200.9% |
| 5Y | +104.7% | +20.6% | +84.1% | +62.6% |
| All | +2,876.9% | +28.1% | +2,848.8% | +2,125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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