+195.0%
TQQQ vs ALC
+4.4%
+190.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -5.3% |
| 7D | +10.4% | -1.1% | +11.5% | +10.9% |
| 30D | -22.2% | +16.0% | -38.2% | -28.9% |
| 3M | -25.1% | +0.8% | -25.9% | -25.9% |
| 6M | -25.0% | +16.8% | -41.8% | -33.7% |
| YTD | +10.1% | -5.5% | +15.5% | +12.3% |
| 1Y | +11.0% | -5.3% | +16.3% | +12.9% |
| 3Y | +195.0% | +4.1% | +190.9% | +198.6% |
| All | +195.0% | +4.4% | +190.6% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling