+5,490.1%
TQQQ vs ALLE
+342.5%
+5,147.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.9% |
| 7D | +10.4% | +3.6% | +6.8% | +6.0% |
| 30D | -22.2% | +25.9% | -48.1% | -43.4% |
| 3M | -25.1% | +15.8% | -40.8% | -39.8% |
| 6M | -25.0% | +48.1% | -73.1% | -57.8% |
| YTD | +10.1% | +22.0% | -11.9% | -23.0% |
| 1Y | +11.0% | +18.0% | -7.0% | -19.2% |
| 3Y | +195.0% | +93.1% | +101.9% | +4.0% |
| 5Y | +46.6% | +52.1% | -5.4% | -20.5% |
| 10Y | +2,362.5% | +212.0% | +2,150.5% | +467.8% |
| All | +5,490.1% | +342.5% | +5,147.6% | +838.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling