+2,876.9%
TQQQ vs CAT
+1,169.9%
+1,707.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +0.7% |
| 7D | -1.9% | +0.6% | -2.5% | -2.5% |
| 30D | -4.9% | -4.3% | -0.5% | -0.3% |
| 3M | -6.4% | -8.6% | +2.2% | +3.3% |
| 6M | +44.4% | +16.1% | +28.3% | +21.8% |
| YTD | +35.2% | +43.8% | -8.6% | -11.3% |
| 1Y | +49.5% | +91.5% | -42.0% | -29.9% |
| 3Y | +250.7% | +202.7% | +48.0% | +2.6% |
| 5Y | +104.7% | +335.1% | -230.4% | -60.1% |
| All | +2,876.9% | +1,169.9% | +1,707.0% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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