+195.0%
TQQQ vs CASY
+161.8%
+33.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.4% | -3.9% |
| 7D | +10.4% | +3.6% | +6.8% | +9.3% |
| 30D | -22.2% | +9.1% | -31.2% | -24.5% |
| 3M | -25.1% | -16.5% | -8.6% | -20.8% |
| 6M | -25.0% | -19.7% | -5.3% | -19.6% |
| YTD | +10.1% | +29.3% | -19.2% | -13.0% |
| 1Y | +11.0% | +33.1% | -22.1% | -14.6% |
| 3Y | +195.0% | +158.5% | +36.4% | +50.8% |
| All | +195.0% | +161.8% | +33.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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