+184.0%
TQQQ vs BURL
+86.7%
+97.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.4% |
| 7D | -15.7% | +4.1% | -19.8% | -17.3% |
| 30D | -37.5% | -9.5% | -28.0% | -34.3% |
| 3M | -27.3% | -33.5% | +6.2% | -10.7% |
| 6M | -26.7% | -22.1% | -4.6% | -18.6% |
| YTD | -0.3% | -14.6% | +14.3% | +4.8% |
| 1Y | -1.5% | -8.4% | +6.9% | -2.6% |
| 3Y | +184.0% | +86.6% | +97.4% | +162.4% |
| All | +184.0% | +86.7% | +97.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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