+49.5%
TQQQ vs CBOE
+20.5%
+29.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.0% |
| 7D | -1.9% | -5.8% | +3.9% | -3.5% |
| 30D | -4.9% | -3.1% | -1.7% | -5.5% |
| 3M | -6.4% | -4.8% | -1.6% | -6.2% |
| 6M | +44.4% | -0.6% | +45.0% | +49.7% |
| YTD | +35.2% | +12.8% | +22.4% | +48.8% |
| 1Y | +49.5% | +19.8% | +29.7% | +73.7% |
| All | +49.5% | +20.5% | +29.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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