+2,448.5%
TQQQ vs CAPR
-65.7%
+2,514.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.9% | +3.3% | -3.4% |
| 7D | +10.4% | +5.9% | +4.5% | +10.0% |
| 30D | -22.2% | +44.6% | -66.8% | -23.5% |
| 3M | -25.1% | +126.4% | -151.5% | -28.4% |
| 6M | -25.0% | -68.6% | +43.6% | -23.8% |
| YTD | +10.1% | -67.0% | +77.0% | +11.2% |
| 1Y | +11.0% | +65.2% | -54.1% | -6.3% |
| 3Y | +195.0% | +235.6% | -40.6% | +120.3% |
| 5Y | +46.6% | +175.4% | -128.8% | +7.7% |
| All | +2,448.5% | -65.7% | +2,514.2% | +1,586.5% |
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