+195.0%
TQQQ vs CAT
+161.3%
+33.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -2.7% |
| 7D | +10.4% | +7.4% | +3.0% | +2.3% |
| 30D | -22.2% | -19.7% | -2.5% | -0.6% |
| 3M | -25.1% | -29.6% | +4.5% | +9.8% |
| 6M | -25.0% | -33.2% | +8.2% | +16.8% |
| YTD | +10.1% | +5.7% | +4.4% | -2.2% |
| 1Y | +11.0% | +9.3% | +1.7% | -5.3% |
| 3Y | +195.0% | +158.3% | +36.6% | -1.7% |
| All | +195.0% | +161.3% | +33.6% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling