+195.0%
TQQQ vs BURL
+87.4%
+107.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -1.8% |
| 7D | +10.4% | -1.6% | +12.0% | +11.6% |
| 30D | -22.2% | -7.7% | -14.4% | -18.7% |
| 3M | -25.1% | -31.7% | +6.6% | -9.1% |
| 6M | -25.0% | -15.2% | -9.8% | -20.6% |
| YTD | +10.1% | -15.9% | +26.0% | +16.9% |
| 1Y | +11.0% | -14.2% | +25.3% | +14.7% |
| 3Y | +195.0% | +93.5% | +101.5% | +178.5% |
| All | +195.0% | +87.4% | +107.5% | +178.5% |
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