+49.5%
TQQQ vs ALM
+247.3%
-197.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +4.2% |
| 7D | -1.9% | -11.8% | +9.9% | +0.9% |
| 30D | -4.9% | +7.8% | -12.6% | -7.4% |
| 3M | -6.4% | -9.3% | +2.9% | -6.0% |
| 6M | +44.4% | -30.5% | +74.9% | +48.7% |
| YTD | +35.2% | +75.8% | -40.7% | +23.1% |
| 1Y | +49.5% | +241.2% | -191.7% | +25.0% |
| All | +49.5% | +247.3% | -197.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling