+99.6%
TQQQ vs ALM
+856.4%
-756.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.3% | -1.9% |
| 7D | -3.9% | -7.1% | +3.2% | -3.0% |
| 30D | -5.3% | +24.7% | -29.9% | -8.5% |
| 3M | +0.1% | +8.3% | -8.2% | -1.6% |
| 6M | +40.7% | -22.2% | +62.8% | +42.5% |
| YTD | +31.8% | +88.1% | -56.3% | +21.8% |
| 1Y | +48.2% | +272.4% | -224.1% | +27.1% |
| 3Y | +253.6% | +2,004.1% | -1,750.5% | +149.3% |
| 5Y | +99.6% | +915.8% | -816.2% | +49.3% |
| All | +99.6% | +856.4% | -756.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling