+2,802.7%
TQQQ vs CAPR
-78.6%
+2,881.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -3.1% |
| 7D | -3.9% | -10.6% | +6.6% | -3.5% |
| 30D | -5.3% | +111.2% | -116.5% | -8.9% |
| 3M | +0.1% | -67.2% | +67.4% | +1.9% |
| 6M | +40.7% | -75.1% | +115.8% | +44.6% |
| YTD | +31.8% | -71.2% | +103.0% | +34.4% |
| 1Y | +48.2% | +31.1% | +17.1% | +26.7% |
| 3Y | +253.6% | +31.3% | +222.3% | +179.4% |
| 5Y | +99.6% | +69.4% | +30.2% | +50.9% |
| All | +2,802.7% | -78.6% | +2,881.3% | +1,869.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling