+105.2%
TQQQ vs CAPR
+69.4%
+35.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.5% |
| 7D | -1.9% | -11.0% | +9.0% | -1.6% |
| 30D | -4.9% | +99.8% | -104.6% | -7.2% |
| 3M | -6.4% | -66.6% | +60.2% | -5.2% |
| 6M | +44.4% | -75.1% | +119.5% | +47.4% |
| YTD | +35.2% | -71.0% | +106.2% | +37.1% |
| 1Y | +49.5% | +30.0% | +19.5% | +34.1% |
| 3Y | +250.7% | +29.0% | +221.7% | +160.2% |
| All | +105.2% | +69.4% | +35.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling