+99.6%
TQQQ vs ALB
-48.1%
+147.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -1.5% |
| 7D | -3.9% | -7.6% | +3.7% | +0.4% |
| 30D | -5.3% | -5.6% | +0.3% | -2.9% |
| 3M | +0.1% | -16.8% | +17.0% | +10.1% |
| 6M | +40.7% | -26.3% | +67.0% | +61.4% |
| YTD | +31.8% | -13.2% | +45.0% | +33.7% |
| 1Y | +48.2% | +68.8% | -20.6% | -4.5% |
| 3Y | +253.6% | -30.7% | +284.3% | +259.6% |
| 5Y | +99.6% | -46.3% | +145.9% | +138.7% |
| All | +99.6% | -48.1% | +147.7% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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