+10,147.1%
TQQQ vs ALM
+8,394.4%
+1,752.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.4% |
| 7D | +4.4% | +8.4% | -4.1% | +4.3% |
| 30D | -3.1% | +34.8% | -37.9% | -3.4% |
| 3M | -5.2% | +16.2% | -21.4% | -5.3% |
| 6M | +52.4% | +2.1% | +50.3% | +52.2% |
| YTD | +37.4% | +117.0% | -79.6% | +36.5% |
| 1Y | +56.0% | +313.9% | -257.9% | +54.2% |
| 3Y | +268.7% | +2,327.9% | -2,059.2% | +260.0% |
| 5Y | +101.2% | +1,040.6% | -939.4% | +97.0% |
| 10Y | +2,840.4% | +3,219.4% | -379.0% | +2,756.2% |
| All | +10,147.1% | +8,394.4% | +1,752.7% | +9,647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling