+135.3%
TQQQ vs ALAB
+454.1%
-318.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.7% |
| 7D | -1.9% | -6.2% | +4.3% | +0.2% |
| 30D | -4.9% | -8.7% | +3.8% | -2.1% |
| 3M | -6.4% | -20.7% | +14.3% | +0.3% |
| 6M | +44.4% | +133.5% | -89.1% | +4.1% |
| YTD | +35.2% | +75.1% | -39.9% | +3.9% |
| 1Y | +49.5% | +25.0% | +24.5% | +25.8% |
| All | +135.3% | +454.1% | -318.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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