+105.2%
TQQQ vs USFR
+20.6%
+84.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.7% |
| 7D | -1.9% | +0.1% | -2.1% | -1.6% |
| 30D | -4.9% | +0.4% | -5.2% | -4.1% |
| 3M | -6.4% | +1.0% | -7.4% | -4.3% |
| 6M | +44.4% | +2.0% | +42.4% | +48.3% |
| YTD | +35.2% | +2.8% | +32.4% | +38.2% |
| 1Y | +49.5% | +4.1% | +45.4% | +51.7% |
| 3Y | +250.7% | +14.1% | +236.6% | +264.9% |
| All | +105.2% | +20.6% | +84.6% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling