+101.7%
TQQQ vs ABCL
-39.4%
+141.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.4% |
| 7D | +2.8% | -2.7% | +5.5% | +3.8% |
| 30D | -3.0% | +18.3% | -21.4% | -9.6% |
| 3M | -2.7% | +108.5% | -111.2% | -29.8% |
| 6M | +45.4% | +213.9% | -168.5% | -11.7% |
| YTD | +36.3% | +223.1% | -186.8% | -20.3% |
| 1Y | +53.4% | +160.6% | -107.2% | -4.6% |
| 3Y | +265.6% | +104.3% | +161.3% | +118.5% |
| 5Y | +101.7% | -40.0% | +141.7% | +69.8% |
| All | +101.7% | -39.4% | +141.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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