+59.2%
TQQQ vs CARR
-3.6%
+62.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +0.7% | +1.6% | -0.8% | -0.3% |
| 30D | -0.6% | -8.7% | +8.1% | +5.4% |
| 3M | -14.9% | -12.6% | -2.3% | -7.0% |
| 6M | +44.6% | -1.5% | +46.1% | +44.5% |
| YTD | +37.8% | +14.3% | +23.5% | +24.4% |
| 1Y | +59.2% | -4.6% | +63.8% | +55.6% |
| All | +59.2% | -3.6% | +62.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling