+6,431.2%
TQQQ vs USFR
+27.6%
+6,403.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -3.0% | +0.3% | -3.3% | -3.3% |
| 3M | -2.7% | +1.0% | -3.7% | -3.7% |
| 6M | +45.4% | +1.9% | +43.5% | +42.6% |
| YTD | +36.3% | +2.7% | +33.6% | +32.6% |
| 1Y | +53.4% | +4.0% | +49.4% | +47.3% |
| 3Y | +265.6% | +14.0% | +251.5% | +218.5% |
| 5Y | +101.7% | +20.4% | +81.3% | +65.6% |
| 10Y | +3,054.7% | +28.0% | +3,026.7% | +2,335.0% |
| All | +6,431.2% | +27.6% | +6,403.6% | +4,962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling