+101.7%
TQQQ vs ALK
-28.1%
+129.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.1% |
| 7D | +2.8% | -3.0% | +5.8% | +5.1% |
| 30D | -3.0% | -14.6% | +11.6% | +8.7% |
| 3M | -2.7% | -10.6% | +7.8% | +4.4% |
| 6M | +45.4% | -6.7% | +52.1% | +47.2% |
| YTD | +36.3% | -19.8% | +56.0% | +51.7% |
| 1Y | +53.4% | -35.2% | +88.6% | +100.3% |
| 3Y | +265.6% | +1.4% | +264.2% | +177.7% |
| 5Y | +101.7% | -30.7% | +132.4% | +125.7% |
| All | +101.7% | -28.1% | +129.8% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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