+106.3%
TQQQ vs CAT
+329.2%
-222.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.1% |
| 7D | +2.8% | +2.9% | -0.1% | -0.3% |
| 30D | -3.0% | -2.6% | -0.4% | -0.5% |
| 3M | -2.7% | -10.7% | +8.0% | +9.8% |
| 6M | +45.4% | +16.1% | +29.3% | +22.9% |
| YTD | +36.3% | +43.2% | -7.0% | -9.9% |
| 1Y | +53.4% | +96.8% | -43.4% | -30.5% |
| 3Y | +265.6% | +201.4% | +64.2% | +6.9% |
| All | +106.3% | +329.2% | -222.8% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling