+849.9%
TQQQ vs ALC
+17.1%
+832.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.5% | 0.0% |
| 7D | -3.9% | -7.7% | +3.8% | +5.5% |
| 30D | -5.3% | -11.7% | +6.4% | +9.3% |
| 3M | +0.1% | +0.7% | -0.5% | -3.9% |
| 6M | +40.7% | -17.1% | +57.7% | +66.2% |
| YTD | +31.8% | -15.1% | +46.9% | +49.7% |
| 1Y | +48.2% | -14.1% | +62.3% | +63.3% |
| 3Y | +253.6% | -18.2% | +271.8% | +290.9% |
| 5Y | +99.6% | -19.2% | +118.8% | +145.6% |
| All | +849.9% | +17.1% | +832.8% | +674.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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