+250.7%
TQQQ vs ALM
+1,801.8%
-1,551.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +3.5% |
| 7D | -1.9% | -11.8% | +9.9% | -0.3% |
| 30D | -4.9% | +7.8% | -12.6% | -6.3% |
| 3M | -6.4% | -9.3% | +2.9% | -6.0% |
| 6M | +44.4% | -30.5% | +74.9% | +47.9% |
| YTD | +35.2% | +75.8% | -40.7% | +27.2% |
| 1Y | +49.5% | +241.2% | -191.7% | +32.2% |
| 3Y | +250.7% | +1,872.6% | -1,621.9% | +192.4% |
| All | +250.7% | +1,801.8% | -1,551.1% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling