+5,178.1%
TQQQ vs ALLY
+97.2%
+5,080.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | +18.6% | -2.1% | +20.8% | +20.9% |
| 30D | -24.0% | +2.0% | -26.0% | -25.2% |
| 3M | -19.6% | -13.3% | -6.2% | -9.5% |
| 6M | -19.8% | -9.9% | -9.9% | -12.7% |
| YTD | +14.3% | -13.5% | +27.8% | +27.9% |
| 1Y | +8.2% | -2.8% | +11.0% | +9.7% |
| 3Y | +203.4% | +63.4% | +140.0% | +95.4% |
| 5Y | +52.2% | -10.9% | +63.1% | +69.8% |
| 10Y | +2,456.4% | +174.7% | +2,281.6% | +1,057.9% |
| All | +5,178.1% | +97.2% | +5,080.9% | +3,059.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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